+13,193.3%
GOOGL vs VTV
+707.8%
+12,485.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.0% |
| 7D | -1.9% | -0.7% | -1.2% | -1.3% |
| 30D | -7.5% | -0.5% | -7.0% | -7.0% |
| 3M | -9.2% | +5.3% | -14.5% | -13.3% |
| 6M | +8.1% | +12.9% | -4.8% | -2.8% |
| YTD | +5.8% | +18.5% | -12.6% | -8.8% |
| 1Y | +38.3% | +25.3% | +13.1% | +13.4% |
| 3Y | +144.8% | +68.2% | +76.6% | +54.1% |
| 5Y | +132.5% | +80.6% | +51.9% | +39.3% |
| 10Y | +746.7% | +232.9% | +513.8% | +200.8% |
| All | +13,193.3% | +707.8% | +12,485.5% | +2,119.5% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling