+29.5%
XLB vs VTV
+28.2%
+1.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +0.5% |
| 7D | +3.9% | +1.8% | +2.2% | +1.6% |
| 30D | +8.9% | +6.0% | +2.9% | +0.9% |
| 3M | +4.1% | +3.7% | +0.5% | -0.7% |
| 6M | +7.3% | +13.9% | -6.6% | -9.4% |
| YTD | +20.4% | +22.8% | -2.4% | -7.4% |
| 1Y | +29.5% | +27.9% | +1.7% | -5.3% |
| All | +29.5% | +28.2% | +1.3% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling