+66.3%
MA vs VTV
+80.1%
-13.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.2% |
| 7D | -3.5% | -0.7% | -2.8% | -2.8% |
| 30D | +0.8% | -0.5% | +1.3% | +1.3% |
| 3M | +14.8% | +5.3% | +9.5% | +8.4% |
| 6M | +10.0% | +12.9% | -2.9% | -4.2% |
| YTD | -0.1% | +18.5% | -18.6% | -17.7% |
| 1Y | -2.2% | +25.3% | -27.5% | -24.4% |
| 3Y | +39.3% | +68.2% | -28.9% | -24.3% |
| 5Y | +66.3% | +80.6% | -14.3% | -16.6% |
| All | +66.3% | +80.1% | -13.8% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling