-3.5%
F vs VTV
+25.3%
-28.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.3% | -1.8% |
| 7D | -2.1% | -0.4% | -1.7% | -1.6% |
| 30D | +3.3% | +3.9% | -0.6% | -2.8% |
| 3M | -11.3% | +2.6% | -13.9% | -14.7% |
| 6M | +5.3% | +11.5% | -6.2% | -11.7% |
| YTD | -2.2% | +22.3% | -24.5% | -28.8% |
| 1Y | -3.5% | +24.5% | -28.1% | -32.1% |
| All | -3.5% | +25.3% | -28.9% | -32.1% |
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