+155.2%
W vs VTV
+234.5%
-79.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | -0.2% |
| 7D | -0.9% | -1.1% | +0.2% | +1.2% |
| 30D | -4.2% | -1.0% | -3.2% | -2.4% |
| 3M | +26.9% | +4.6% | +22.2% | +17.6% |
| 6M | +31.2% | +13.5% | +17.7% | +5.7% |
| YTD | -1.8% | +18.5% | -20.3% | -26.7% |
| 1Y | +9.3% | +22.9% | -13.6% | -23.4% |
| 3Y | +33.2% | +67.8% | -34.6% | -40.7% |
| 5Y | -62.4% | +81.8% | -144.3% | -83.6% |
| All | +155.2% | +234.5% | -79.3% | -52.2% |
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