+887.3%
O vs VTV
+721.7%
+165.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.5% |
| 7D | -0.7% | +0.5% | -1.3% | -1.3% |
| 30D | -1.9% | +1.1% | -3.0% | -3.0% |
| 3M | +3.8% | +5.9% | -2.0% | -2.4% |
| 6M | -4.7% | +11.6% | -16.4% | -15.4% |
| YTD | +12.5% | +19.8% | -7.3% | -7.4% |
| 1Y | +10.8% | +26.2% | -15.4% | -13.7% |
| 3Y | +28.8% | +68.5% | -39.7% | -27.4% |
| 5Y | +13.2% | +79.9% | -66.7% | -41.3% |
| 10Y | +53.5% | +229.7% | -176.2% | -60.1% |
| All | +887.3% | +721.7% | +165.6% | -14.7% |
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