+93.8%
AGG vs VTV
+706.8%
-613.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -0.9% | -2.1% | +1.1% | -1.0% |
| 30D | -1.0% | -1.3% | +0.4% | -1.0% |
| 3M | -1.3% | +5.6% | -6.9% | -1.2% |
| 6M | -2.1% | +12.4% | -14.5% | -1.9% |
| YTD | -1.2% | +17.6% | -18.9% | -1.0% |
| 1Y | -0.5% | +23.5% | -24.0% | -0.2% |
| 3Y | +12.4% | +67.0% | -54.6% | +13.3% |
| 5Y | -2.4% | +80.5% | -82.9% | -1.5% |
| 10Y | +14.3% | +230.6% | -216.3% | +17.6% |
| All | +93.8% | +706.8% | -613.0% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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