+39.3%
XLC vs VTV
+78.5%
-39.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.3% |
| 7D | -1.7% | -2.1% | +0.4% | +0.4% |
| 30D | +0.2% | -1.3% | +1.5% | +1.6% |
| 3M | +0.7% | +5.6% | -4.9% | -4.8% |
| 6M | -4.5% | +12.4% | -16.8% | -15.3% |
| YTD | -4.7% | +17.6% | -22.4% | -19.6% |
| 1Y | -1.5% | +23.5% | -25.0% | -21.1% |
| 3Y | +72.2% | +67.0% | +5.2% | -1.8% |
| 5Y | +39.3% | +80.5% | -41.2% | -26.1% |
| All | +39.3% | +78.5% | -39.2% | -26.1% |
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