+141.8%
VTV vs DT
+97.2%
+44.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.4% |
| 7D | +0.3% | -4.9% | +5.2% | +1.0% |
| 30D | +0.1% | +2.7% | -2.5% | -0.3% |
| 3M | +6.2% | +20.0% | -13.8% | +3.0% |
| 6M | +13.5% | +28.0% | -14.5% | +8.4% |
| YTD | +18.9% | +16.0% | +2.8% | +15.0% |
| 1Y | +25.8% | +0.7% | +25.1% | +24.2% |
| 3Y | +68.7% | +6.2% | +62.6% | +63.2% |
| 5Y | +80.3% | -28.1% | +108.5% | +79.3% |
| All | +141.8% | +97.2% | +44.6% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling