+219.2%
CVX vs VTV
+234.5%
-15.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | -0.2% |
| 7D | +2.6% | -1.1% | +3.7% | +3.9% |
| 30D | +9.8% | -1.0% | +10.9% | +11.1% |
| 3M | +16.2% | +4.6% | +11.6% | +9.8% |
| 6M | +13.6% | +13.5% | +0.1% | -3.2% |
| YTD | +44.4% | +18.5% | +25.9% | +16.6% |
| 1Y | +40.6% | +22.9% | +17.7% | +8.4% |
| 3Y | +48.2% | +67.8% | -19.7% | -22.6% |
| 5Y | +172.3% | +81.8% | +90.4% | +27.0% |
| All | +219.2% | +234.5% | -15.3% | -22.2% |
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