+1,911.4%
MAR vs VTV
+712.6%
+1,198.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +0.8% |
| 7D | -0.5% | -1.1% | +0.6% | +0.8% |
| 30D | -5.4% | -1.0% | -4.4% | -4.2% |
| 3M | -15.5% | +4.6% | -20.1% | -20.1% |
| 6M | +3.0% | +13.5% | -10.5% | -11.4% |
| YTD | +8.5% | +18.5% | -10.0% | -11.3% |
| 1Y | +26.0% | +22.9% | +3.1% | -1.3% |
| 3Y | +68.6% | +67.8% | +0.8% | -7.9% |
| 5Y | +157.4% | +81.8% | +75.5% | +29.4% |
| 10Y | +447.0% | +233.0% | +214.0% | +37.5% |
| All | +1,911.4% | +712.6% | +1,198.8% | +94.9% |
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