-5.8%
XLC vs VTV
+28.2%
-34.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +2.6% |
| 7D | +1.8% | +1.8% | 0.0% | +0.8% |
| 30D | -6.0% | +6.0% | -11.9% | -8.9% |
| 3M | -6.0% | +3.7% | -9.7% | -7.8% |
| 6M | -9.1% | +13.9% | -23.0% | -15.6% |
| YTD | -10.0% | +22.8% | -32.8% | -20.4% |
| 1Y | -5.8% | +27.9% | -33.7% | -19.3% |
| All | -5.8% | +28.2% | -34.1% | -19.3% |
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