+80.5%
VTV vs AWK
-17.3%
+97.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -2.1% | -0.7% | -1.3% | -1.9% |
| 30D | -1.3% | +2.8% | -4.1% | -2.0% |
| 3M | +5.6% | +11.3% | -5.7% | +2.8% |
| 6M | +12.4% | +6.7% | +5.7% | +10.3% |
| YTD | +17.6% | +9.4% | +8.3% | +14.6% |
| 1Y | +23.5% | +3.7% | +19.8% | +21.8% |
| 3Y | +67.0% | +9.2% | +57.8% | +59.5% |
| 5Y | +80.5% | -15.7% | +96.2% | +76.6% |
| All | +80.5% | -17.3% | +97.8% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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