-62.8%
W vs VTV
+78.5%
-141.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -0.8% |
| 7D | +0.5% | -2.1% | +2.5% | +6.2% |
| 30D | -5.6% | -1.3% | -4.2% | -2.1% |
| 3M | +41.9% | +5.6% | +36.3% | +24.1% |
| 6M | +30.2% | +12.4% | +17.8% | -3.2% |
| YTD | -2.9% | +17.6% | -20.6% | -36.1% |
| 1Y | +11.6% | +23.5% | -11.9% | -35.7% |
| 3Y | +37.0% | +67.0% | -30.1% | -61.5% |
| 5Y | -62.8% | +80.5% | -143.4% | -89.5% |
| All | -62.8% | +78.5% | -141.4% | -89.5% |
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