-68.9%
U vs VTV
+78.5%
-147.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | +0.4% |
| 7D | 0.0% | -2.1% | +2.0% | +4.4% |
| 30D | -4.1% | -1.3% | -2.8% | -1.4% |
| 3M | +57.8% | +5.6% | +52.2% | +40.2% |
| 6M | +103.5% | +12.4% | +91.1% | +57.3% |
| YTD | -4.8% | +17.6% | -22.4% | -34.1% |
| 1Y | -2.4% | +23.5% | -25.9% | -39.4% |
| 3Y | +11.7% | +67.0% | -55.4% | -65.3% |
| 5Y | -68.9% | +80.5% | -149.4% | -90.7% |
| All | -68.9% | +78.5% | -147.4% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling