+33.4%
XLB vs VTV
+78.5%
-45.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.4% |
| 7D | -3.5% | -2.1% | -1.5% | -1.1% |
| 30D | -4.7% | -1.3% | -3.3% | -3.1% |
| 3M | +2.7% | +5.6% | -2.9% | -3.7% |
| 6M | +2.6% | +12.4% | -9.8% | -10.5% |
| YTD | +12.8% | +17.6% | -4.8% | -6.6% |
| 1Y | +14.0% | +23.5% | -9.5% | -10.9% |
| 3Y | +31.5% | +67.0% | -35.6% | -28.1% |
| 5Y | +33.4% | +80.5% | -47.1% | -33.0% |
| All | +33.4% | +78.5% | -45.1% | -33.0% |
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