-57.6%
C vs VTV
+734.9%
-792.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.7% |
| 7D | +4.7% | +2.3% | +2.4% | +0.5% |
| 30D | +0.2% | +3.8% | -3.6% | -6.3% |
| 3M | -9.3% | +1.7% | -11.0% | -12.0% |
| 6M | -0.8% | +10.9% | -11.7% | -17.5% |
| YTD | +8.5% | +21.7% | -13.2% | -23.5% |
| 1Y | +23.1% | +23.4% | -0.3% | -15.2% |
| 3Y | +220.8% | +78.0% | +142.8% | +15.6% |
| 5Y | +112.4% | +77.4% | +35.0% | -23.4% |
| 10Y | +217.9% | +230.4% | -12.5% | -62.3% |
| All | -57.6% | +734.9% | -792.5% | -98.5% |
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 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