-6.1%
F vs VTV
+23.7%
-29.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.2% |
| 7D | -3.1% | +2.9% | -6.0% | -7.2% |
| 30D | 0.0% | +3.8% | -3.7% | -5.8% |
| 3M | -13.2% | +1.6% | -14.8% | -15.3% |
| 6M | -10.2% | +11.2% | -21.4% | -24.4% |
| YTD | -4.9% | +22.0% | -26.9% | -30.7% |
| 1Y | -6.1% | +24.9% | -31.0% | -34.3% |
| All | -6.1% | +23.7% | -29.8% | -34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling