+48.5%
AMZN vs VTV
+80.6%
-32.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.1% |
| 7D | -0.7% | -1.1% | +0.4% | +0.7% |
| 30D | -3.9% | -1.0% | -2.9% | -2.7% |
| 3M | +6.3% | +4.6% | +1.7% | +0.2% |
| 6M | +20.8% | +13.5% | +7.2% | +2.7% |
| YTD | +11.2% | +18.5% | -7.3% | -10.7% |
| 1Y | +11.7% | +22.9% | -11.2% | -14.6% |
| 3Y | +79.4% | +67.8% | +11.6% | -10.0% |
| All | +48.5% | +80.6% | -32.1% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling