+79.5%
F vs VTV
+234.4%
-154.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.5% |
| 7D | -4.9% | -0.7% | -4.2% | -4.0% |
| 30D | -2.9% | -0.5% | -2.4% | -2.1% |
| 3M | -9.1% | +5.3% | -14.4% | -15.1% |
| 6M | +12.9% | +12.9% | +0.1% | -3.8% |
| YTD | +6.1% | +18.5% | -12.4% | -15.2% |
| 1Y | +22.5% | +25.3% | -2.8% | -8.9% |
| 3Y | +32.1% | +68.2% | -36.1% | -32.9% |
| 5Y | +43.7% | +80.6% | -36.9% | -30.7% |
| All | +79.5% | +234.4% | -154.9% | -57.4% |
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