+159.8%
XLB vs VTV
+234.5%
-74.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.4% |
| 7D | -2.8% | -1.1% | -1.7% | -1.7% |
| 30D | -3.1% | -1.0% | -2.1% | -2.0% |
| 3M | -0.2% | +4.6% | -4.8% | -4.9% |
| 6M | +3.1% | +13.5% | -10.4% | -10.1% |
| YTD | +13.3% | +18.5% | -5.2% | -5.7% |
| 1Y | +12.0% | +22.9% | -10.9% | -10.3% |
| 3Y | +31.4% | +67.8% | -36.4% | -24.7% |
| 5Y | +33.9% | +81.8% | -47.9% | -29.0% |
| All | +159.8% | +234.5% | -74.7% | -25.2% |
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