+3,591.6%
EW vs VTV
+736.6%
+2,855.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.1% |
| 7D | +4.9% | +2.9% | +2.0% | +2.9% |
| 30D | +23.9% | +3.8% | +20.2% | +20.8% |
| 3M | +15.8% | +1.6% | +14.2% | +14.5% |
| 6M | +31.7% | +11.2% | +20.4% | +22.2% |
| YTD | +25.7% | +22.0% | +3.7% | +9.3% |
| 1Y | +24.4% | +24.9% | -0.5% | +6.5% |
| 3Y | +65.9% | +78.5% | -12.6% | +10.0% |
| 5Y | -7.6% | +77.8% | -85.4% | -38.1% |
| 10Y | +253.2% | +231.1% | +22.1% | +59.8% |
| All | +3,591.6% | +736.6% | +2,855.1% | +813.8% |
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 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