+569.1%
XLB vs VTV
+736.6%
-167.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.4% |
| 7D | +0.5% | +2.9% | -2.4% | -2.5% |
| 30D | +5.2% | +3.8% | +1.4% | +1.1% |
| 3M | +0.3% | +1.6% | -1.2% | -1.3% |
| 6M | +1.2% | +11.2% | -10.0% | -9.5% |
| YTD | +16.6% | +22.0% | -5.3% | -5.3% |
| 1Y | +21.4% | +24.9% | -3.4% | -3.8% |
| 3Y | +43.2% | +78.5% | -35.2% | -22.0% |
| 5Y | +28.0% | +77.8% | -49.7% | -29.3% |
| 10Y | +164.8% | +231.1% | -66.3% | -23.3% |
| All | +569.1% | +736.6% | -167.5% | -30.3% |
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 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