-2.0%
XLC vs VTV
+24.1%
-26.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.6% |
| 7D | +0.5% | -1.1% | +1.6% | +1.2% |
| 30D | +2.1% | -1.0% | +3.1% | +2.7% |
| 3M | +0.7% | +4.6% | -4.0% | -2.0% |
| 6M | -3.2% | +13.5% | -16.7% | -10.9% |
| YTD | -3.8% | +18.5% | -22.3% | -14.2% |
| 1Y | -2.0% | +22.9% | -24.9% | -15.3% |
| All | -2.0% | +24.1% | -26.2% | -15.3% |
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