+1,258.4%
NET vs VTV
+136.3%
+1,122.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.1% | -5.2% | -5.4% |
| 7D | -21.2% | -2.2% | -19.0% | -19.5% |
| 30D | -31.1% | +2.2% | -33.3% | -32.5% |
| 3M | -16.5% | +0.4% | -17.0% | -16.9% |
| 6M | 0.0% | +9.4% | -9.4% | -8.2% |
| YTD | +24.0% | +19.0% | +5.0% | +5.0% |
| 1Y | +7.0% | +23.3% | -16.3% | -12.4% |
| 3Y | +279.6% | +72.8% | +206.8% | +131.8% |
| 5Y | +24.0% | +73.9% | -50.0% | -21.9% |
| All | +1,258.4% | +136.3% | +1,122.1% | +680.1% |
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