+163.6%
W vs VTV
+280.0%
-116.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.8% | +3.0% |
| 7D | -4.2% | +0.5% | -4.7% | -5.0% |
| 30D | -7.6% | +1.1% | -8.7% | -9.2% |
| 3M | +37.2% | +5.9% | +31.3% | +25.8% |
| 6M | +26.3% | +11.6% | +14.7% | +6.1% |
| YTD | -1.0% | +19.8% | -20.8% | -26.0% |
| 1Y | +20.1% | +26.2% | -6.2% | -17.7% |
| 3Y | +37.8% | +68.5% | -30.7% | -35.5% |
| 5Y | -63.7% | +79.9% | -143.5% | -82.9% |
| 10Y | +156.3% | +229.7% | -73.4% | -42.5% |
| All | +163.6% | +280.0% | -116.4% | -50.7% |
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