+69.4%
F vs VTV
+228.6%
-159.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.9% |
| 7D | +1.0% | 0.0% | +0.9% | +0.8% |
| 30D | +2.1% | +3.2% | -1.1% | -2.2% |
| 3M | -10.3% | +1.7% | -11.9% | -12.2% |
| 6M | +3.3% | +11.0% | -7.8% | -10.2% |
| YTD | -2.0% | +21.0% | -23.0% | -23.9% |
| 1Y | -2.3% | +24.3% | -26.5% | -26.7% |
| 3Y | +49.9% | +76.9% | -27.0% | -29.1% |
| 5Y | -12.5% | +76.9% | -89.4% | -57.0% |
| All | +69.4% | +228.6% | -159.2% | -63.7% |
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