+1,362.0%
AMAT vs VTV
+229.4%
+1,132.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.1% | -2.9% |
| 7D | +19.3% | +2.3% | +17.0% | +15.6% |
| 30D | -17.9% | +3.8% | -21.7% | -22.1% |
| 3M | -30.4% | +1.7% | -32.1% | -32.0% |
| 6M | -11.4% | +10.9% | -22.3% | -23.3% |
| YTD | +48.8% | +21.7% | +27.0% | +13.3% |
| 1Y | +66.0% | +23.4% | +42.6% | +24.1% |
| 3Y | +158.8% | +78.0% | +80.8% | +14.8% |
| 5Y | +153.2% | +77.4% | +75.8% | +16.7% |
| All | +1,362.0% | +229.4% | +1,132.6% | +231.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling