-29.3%
EW vs VTV
+80.6%
-109.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.4% |
| 7D | -6.2% | -1.1% | -5.1% | -5.2% |
| 30D | -9.3% | -1.0% | -8.3% | -8.5% |
| 3M | -1.6% | +4.6% | -6.3% | -5.6% |
| 6M | -0.8% | +13.5% | -14.4% | -11.5% |
| YTD | -1.0% | +18.5% | -19.5% | -15.1% |
| 1Y | +8.2% | +22.9% | -14.7% | -10.2% |
| 3Y | +12.7% | +67.8% | -55.2% | -32.7% |
| All | -29.3% | +80.6% | -109.9% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling