+141.4%
XLC vs VTV
+162.8%
-21.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.3% |
| 7D | +0.6% | +0.3% | +0.3% | +0.3% |
| 30D | +0.2% | +0.1% | +0.1% | +0.1% |
| 3M | +0.6% | +6.2% | -5.6% | -4.7% |
| 6M | -4.5% | +13.5% | -18.0% | -14.9% |
| YTD | -4.7% | +18.9% | -23.6% | -18.6% |
| 1Y | -1.7% | +25.8% | -27.4% | -20.2% |
| 3Y | +72.3% | +68.7% | +3.5% | +7.0% |
| 5Y | +37.8% | +80.3% | -42.6% | -18.6% |
| All | +141.4% | +162.8% | -21.4% | +1.0% |
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 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