+16.4%
AZN vs VTV
+28.2%
-11.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +1.6% |
| 7D | +11.5% | +1.8% | +9.7% | +9.9% |
| 30D | +20.8% | +6.0% | +14.8% | +15.4% |
| 3M | +21.5% | +3.7% | +17.8% | +18.0% |
| 6M | +3.0% | +13.9% | -10.9% | -7.8% |
| YTD | +3.9% | +22.8% | -18.9% | -11.8% |
| 1Y | +16.4% | +27.9% | -11.5% | -4.0% |
| All | +16.4% | +28.2% | -11.8% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling