-53.2%
C vs VTV
+721.7%
-774.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | +0.1% |
| 7D | +3.6% | +0.5% | +3.1% | +2.7% |
| 30D | +0.1% | +1.1% | -1.0% | -1.8% |
| 3M | +2.4% | +5.9% | -3.5% | -7.4% |
| 6M | +24.9% | +11.6% | +13.3% | +2.8% |
| YTD | +19.8% | +19.8% | 0.0% | -13.1% |
| 1Y | +44.9% | +26.2% | +18.6% | -4.3% |
| 3Y | +263.0% | +68.5% | +194.5% | +44.5% |
| 5Y | +129.5% | +79.9% | +49.6% | -19.4% |
| 10Y | +291.6% | +229.7% | +61.9% | -53.5% |
| All | -53.2% | +721.7% | -774.9% | -98.3% |
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