+228.7%
VTV vs DTE
+137.8%
+90.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.3% |
| 7D | -1.1% | -2.6% | +1.5% | +0.1% |
| 30D | -1.0% | -4.4% | +3.4% | +1.0% |
| 3M | +4.6% | -8.3% | +13.0% | +8.6% |
| 6M | +13.5% | -8.1% | +21.6% | +17.4% |
| YTD | +18.5% | +4.4% | +14.1% | +15.3% |
| 1Y | +22.9% | +0.2% | +22.7% | +21.8% |
| 3Y | +67.8% | +42.6% | +25.2% | +38.9% |
| 5Y | +81.8% | +31.5% | +50.4% | +54.9% |
| All | +228.7% | +137.8% | +90.9% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling