-53.1%
TE vs VTV
+118.9%
-171.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | 0.0% |
| 7D | +0.2% | -1.1% | +1.3% | +1.2% |
| 30D | -5.9% | -1.0% | -4.9% | -5.0% |
| 3M | -45.6% | +4.6% | -50.2% | -47.8% |
| 6M | -43.4% | +13.5% | -56.9% | -49.0% |
| YTD | -31.0% | +18.5% | -49.5% | -40.0% |
| 1Y | +145.2% | +22.9% | +122.3% | +106.9% |
| 3Y | -24.1% | +67.8% | -91.9% | -45.5% |
| 5Y | -48.1% | +81.8% | -130.0% | -63.2% |
| All | -53.1% | +118.9% | -171.9% | -66.9% |
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