+656.2%
AZN vs VTV
+712.6%
-56.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.7% |
| 6M | -17.1% | +13.5% | -30.6% | -23.7% |
| YTD | -12.0% | +18.5% | -30.5% | -21.1% |
| 1Y | -0.2% | +22.9% | -23.1% | -12.6% |
| 3Y | +26.8% | +67.8% | -41.1% | -9.5% |
| 5Y | +56.9% | +81.8% | -25.0% | +5.8% |
| 10Y | +226.7% | +233.0% | -6.3% | +42.9% |
| All | +656.2% | +712.6% | -56.4% | +77.6% |
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