+90.2%
F vs VTV
+728.8%
-638.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.3% | -1.8% |
| 7D | -0.6% | -0.5% | -0.1% | -0.1% |
| 30D | +2.9% | +3.1% | -0.2% | -1.0% |
| 3M | -9.5% | +1.8% | -11.3% | -11.5% |
| 6M | +4.0% | +10.9% | -6.9% | -8.5% |
| YTD | -1.3% | +20.9% | -22.1% | -21.9% |
| 1Y | -1.9% | +24.6% | -26.6% | -25.3% |
| 3Y | +53.5% | +78.6% | -25.1% | -24.6% |
| 5Y | -15.1% | +76.4% | -91.6% | -55.9% |
| 10Y | +81.0% | +230.7% | -149.7% | -55.2% |
| All | +90.2% | +728.8% | -638.7% | -83.9% |
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 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