+46.5%
F vs VTV
+80.5%
-34.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -2.9% |
| 7D | +1.2% | +0.3% | +0.9% | +0.7% |
| 30D | +1.2% | +0.1% | +1.1% | +1.1% |
| 3M | -5.7% | +6.2% | -11.9% | -14.5% |
| 6M | +17.9% | +13.5% | +4.5% | -3.9% |
| YTD | +10.4% | +18.9% | -8.4% | -16.5% |
| 1Y | +25.3% | +25.8% | -0.4% | -13.5% |
| 3Y | +37.5% | +68.7% | -31.3% | -42.8% |
| 5Y | +46.5% | +80.3% | -33.8% | -41.9% |
| All | +46.5% | +80.5% | -34.0% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling