-55.9%
W vs VTV
+77.3%
-133.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | -0.2% |
| 7D | +0.2% | +2.9% | -2.8% | -7.3% |
| 30D | +6.8% | +3.8% | +3.0% | -2.8% |
| 3M | +10.7% | +1.6% | +9.1% | +6.7% |
| 6M | +86.3% | +11.2% | +75.1% | +43.3% |
| YTD | +11.5% | +22.0% | -10.5% | -33.5% |
| 1Y | +5.1% | +24.9% | -19.8% | -41.2% |
| 3Y | +171.0% | +78.5% | +92.5% | -37.4% |
| All | -55.9% | +77.3% | -133.2% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling