+374.3%
VZ vs VTV
+721.7%
-347.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.7% |
| 7D | +0.1% | +0.5% | -0.4% | -0.3% |
| 30D | +7.9% | +1.1% | +6.8% | +7.1% |
| 3M | +13.6% | +5.9% | +7.8% | +9.5% |
| 6M | +1.1% | +11.6% | -10.5% | -5.9% |
| YTD | +29.3% | +19.8% | +9.5% | +14.9% |
| 1Y | +21.2% | +26.2% | -5.0% | +4.1% |
| 3Y | +75.9% | +68.5% | +7.4% | +24.5% |
| 5Y | +24.1% | +79.9% | -55.8% | -16.4% |
| 10Y | +62.4% | +229.7% | -167.3% | -29.2% |
| All | +374.3% | +721.7% | -347.4% | +3.1% |
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