+216.5%
AZN vs VTV
+234.5%
-18.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.1% |
| 7D | -1.6% | -1.1% | -0.5% | -0.9% |
| 30D | +1.1% | -1.0% | +2.1% | +1.7% |
| 3M | -12.1% | +4.6% | -16.8% | -14.4% |
| 6M | -17.1% | +13.5% | -30.6% | -23.0% |
| YTD | -12.0% | +18.5% | -30.5% | -20.1% |
| 1Y | -0.2% | +22.9% | -23.1% | -11.3% |
| 3Y | +26.8% | +67.8% | -41.1% | -5.8% |
| 5Y | +56.9% | +81.8% | -25.0% | +11.2% |
| All | +216.5% | +234.5% | -18.0% | +61.0% |
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 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