+122.1%
F vs VTV
+721.7%
-599.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.8% |
| 7D | +5.3% | +0.5% | +4.8% | +4.7% |
| 30D | +4.6% | +1.1% | +3.5% | +3.2% |
| 3M | -3.7% | +5.9% | -9.5% | -10.3% |
| 6M | +16.8% | +11.6% | +5.2% | +2.0% |
| YTD | +15.3% | +19.8% | -4.5% | -7.8% |
| 1Y | +31.0% | +26.2% | +4.8% | -1.7% |
| 3Y | +45.4% | +68.5% | -23.0% | -23.0% |
| 5Y | +54.7% | +79.9% | -25.2% | -21.4% |
| 10Y | +98.2% | +229.7% | -131.5% | -50.7% |
| All | +122.1% | +721.7% | -599.6% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling