-35.7%
U vs VTV
+140.8%
-176.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +3.3% |
| 7D | +5.5% | -1.1% | +6.6% | +7.5% |
| 30D | -1.3% | -1.0% | -0.3% | +0.5% |
| 3M | +64.6% | +4.6% | +59.9% | +52.2% |
| 6M | +119.4% | +13.5% | +105.9% | +75.3% |
| YTD | -0.5% | +18.5% | -19.0% | -26.9% |
| 1Y | +1.3% | +22.9% | -21.6% | -30.1% |
| 3Y | +15.6% | +67.8% | -52.2% | -52.5% |
| 5Y | -67.5% | +81.8% | -149.3% | -86.6% |
| All | -35.7% | +140.8% | -176.5% | -72.7% |
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