+919.5%
SPY vs VTV
+715.1%
+204.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.2% |
| 7D | +0.5% | +0.3% | +0.2% | +0.3% |
| 30D | -0.9% | +0.1% | -1.1% | -1.1% |
| 3M | +3.9% | +6.2% | -2.3% | -2.0% |
| 6M | +14.5% | +13.5% | +1.0% | +1.5% |
| YTD | +12.9% | +18.9% | -5.9% | -4.3% |
| 1Y | +19.4% | +25.8% | -6.4% | -4.2% |
| 3Y | +78.5% | +68.7% | +9.7% | +8.5% |
| 5Y | +81.8% | +80.3% | +1.4% | +4.5% |
| 10Y | +311.5% | +226.3% | +85.2% | +34.7% |
| All | +919.5% | +715.1% | +204.4% | +39.7% |
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