-37.5%
U vs VTV
+141.5%
-179.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +4.0% |
| 7D | +4.5% | +0.3% | +4.2% | +3.9% |
| 30D | -0.6% | +0.1% | -0.7% | -0.8% |
| 3M | +48.4% | +6.2% | +42.2% | +33.7% |
| 6M | +115.4% | +13.5% | +101.9% | +72.2% |
| YTD | -3.2% | +18.9% | -22.1% | -29.3% |
| 1Y | -6.0% | +25.8% | -31.8% | -37.9% |
| 3Y | +13.5% | +68.7% | -55.3% | -53.9% |
| 5Y | -68.0% | +80.3% | -148.3% | -87.0% |
| All | -37.5% | +141.5% | -179.0% | -73.6% |
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