+1,003.0%
BE vs VTV
+155.0%
+848.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.7% | +6.0% | +5.4% |
| 7D | +9.0% | -1.1% | +10.1% | +11.2% |
| 30D | +16.3% | -1.0% | +17.3% | +18.4% |
| 3M | +10.8% | +4.6% | +6.1% | +2.4% |
| 6M | +73.2% | +13.5% | +59.7% | +41.2% |
| YTD | +217.4% | +18.5% | +198.9% | +141.9% |
| 1Y | +309.8% | +22.9% | +286.9% | +195.8% |
| 3Y | +1,726.2% | +67.8% | +1,658.3% | +724.1% |
| 5Y | +1,306.2% | +81.8% | +1,224.3% | +494.7% |
| All | +1,003.0% | +155.0% | +848.0% | +154.5% |
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