+282.6%
SPGI vs VTV
+232.1%
+50.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.2% |
| 7D | -8.9% | -2.1% | -6.9% | -7.0% |
| 30D | +0.6% | -1.3% | +2.0% | +2.0% |
| 3M | +2.0% | +5.6% | -3.7% | -3.6% |
| 6M | +0.1% | +12.4% | -12.3% | -11.4% |
| YTD | -16.4% | +17.6% | -34.1% | -29.5% |
| 1Y | -18.9% | +23.5% | -42.4% | -35.0% |
| 3Y | +13.8% | +67.0% | -53.3% | -33.1% |
| 5Y | +0.5% | +80.5% | -80.0% | -45.1% |
| All | +282.6% | +232.1% | +50.5% | +16.7% |
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 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