+1,381.0%
NET vs VTV
+143.8%
+1,237.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -4.0% |
| 7D | -16.4% | +1.8% | -18.1% | -17.8% |
| 30D | -25.8% | +6.0% | -31.8% | -29.9% |
| 3M | -11.5% | +3.7% | -15.2% | -14.6% |
| 6M | +18.9% | +13.9% | +5.0% | +5.0% |
| YTD | +35.2% | +22.8% | +12.4% | +11.0% |
| 1Y | +14.5% | +27.9% | -13.4% | -9.6% |
| 3Y | +313.8% | +78.3% | +235.6% | +145.1% |
| 5Y | +32.6% | +80.4% | -47.8% | -19.1% |
| All | +1,381.0% | +143.8% | +1,237.2% | +724.8% |
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