+606.9%
GEV vs VTV
+45.1%
+561.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -1.7% |
| 7D | -1.9% | -2.1% | +0.1% | +1.5% |
| 30D | -8.7% | -1.3% | -7.4% | -6.6% |
| 3M | +6.6% | +5.6% | +1.0% | -2.9% |
| 6M | +10.2% | +12.4% | -2.2% | -9.2% |
| YTD | +41.6% | +17.6% | +24.0% | +8.1% |
| 1Y | +43.9% | +23.5% | +20.4% | +1.5% |
| All | +606.9% | +45.1% | +561.8% | +283.4% |
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