+414.3%
VUG vs VTV
+234.5%
+179.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.2% |
| 7D | -0.5% | -1.1% | +0.6% | +0.6% |
| 30D | -1.0% | -1.0% | +0.1% | 0.0% |
| 3M | +3.5% | +4.6% | -1.1% | -1.1% |
| 6M | +14.2% | +13.5% | +0.7% | +0.8% |
| YTD | +8.5% | +18.5% | -10.0% | -8.3% |
| 1Y | +12.9% | +22.9% | -10.0% | -8.0% |
| 3Y | +85.6% | +67.8% | +17.8% | +11.6% |
| 5Y | +78.1% | +81.8% | -3.7% | +0.7% |
| All | +414.3% | +234.5% | +179.8% | +72.6% |
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 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