+13,245.4%
GOOG vs VTV
+702.2%
+12,543.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.2% |
| 7D | -2.5% | -2.1% | -0.4% | -0.7% |
| 30D | -3.6% | -1.3% | -2.3% | -2.5% |
| 3M | -6.4% | +5.6% | -12.1% | -11.0% |
| 6M | +7.8% | +12.4% | -4.6% | -2.7% |
| YTD | +5.5% | +17.6% | -12.2% | -8.6% |
| 1Y | +38.3% | +23.5% | +14.8% | +14.8% |
| 3Y | +143.1% | +67.0% | +76.1% | +54.0% |
| 5Y | +135.0% | +80.5% | +54.5% | +40.8% |
| 10Y | +778.1% | +230.6% | +547.5% | +213.7% |
| All | +13,245.4% | +702.2% | +12,543.2% | +2,141.3% |
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