-50.0%
TE vs VTV
+118.8%
-168.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.6% | -2.7% |
| 7D | +15.0% | -0.7% | +15.6% | +15.6% |
| 30D | -7.5% | -0.5% | -7.0% | -7.2% |
| 3M | -42.0% | +5.3% | -47.3% | -44.5% |
| 6M | -31.4% | +12.9% | -44.3% | -38.0% |
| YTD | -26.5% | +18.5% | -45.0% | -36.1% |
| 1Y | +153.1% | +25.3% | +127.8% | +110.0% |
| 3Y | -20.7% | +68.2% | -88.9% | -43.2% |
| 5Y | -45.4% | +80.6% | -126.1% | -61.2% |
| All | -50.0% | +118.8% | -168.8% | -64.7% |
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