+28.6%
XLB vs VTV
+77.3%
-48.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.5% |
| 7D | +0.5% | +2.9% | -2.4% | -2.8% |
| 30D | +5.2% | +3.8% | +1.4% | +0.6% |
| 3M | +0.3% | +1.6% | -1.2% | -1.5% |
| 6M | +1.2% | +11.2% | -10.0% | -10.7% |
| YTD | +16.6% | +22.0% | -5.3% | -7.6% |
| 1Y | +21.4% | +24.9% | -3.4% | -6.4% |
| 3Y | +43.2% | +78.5% | -35.2% | -27.8% |
| All | +28.6% | +77.3% | -48.7% | -34.5% |
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