+192.5%
JNJ vs VTV
+234.5%
-42.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | -3.5% | -1.1% | -2.4% | -2.8% |
| 30D | +2.3% | -1.0% | +3.3% | +3.0% |
| 3M | +12.0% | +4.6% | +7.3% | +8.9% |
| 6M | +10.5% | +13.5% | -3.0% | +2.2% |
| YTD | +30.4% | +18.5% | +11.9% | +17.3% |
| 1Y | +52.1% | +22.9% | +29.2% | +33.8% |
| 3Y | +77.8% | +67.8% | +10.0% | +27.3% |
| 5Y | +82.9% | +81.8% | +1.0% | +23.0% |
| All | +192.5% | +234.5% | -42.0% | +29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling