-73.3%
U vs VTV
+77.3%
-150.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +4.8% |
| 7D | +2.6% | +2.9% | -0.4% | -3.4% |
| 30D | +27.6% | +3.8% | +23.8% | +16.3% |
| 3M | +15.3% | +1.6% | +13.8% | +10.1% |
| 6M | +96.4% | +11.2% | +85.2% | +54.0% |
| YTD | +19.6% | +22.0% | -2.4% | -24.7% |
| 1Y | +42.1% | +24.9% | +17.2% | -15.4% |
| 3Y | +87.5% | +78.5% | +9.1% | -51.5% |
| All | -73.3% | +77.3% | -150.6% | -92.3% |
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