+226.0%
XLE vs VTV
+78.5%
+147.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | +0.1% |
| 7D | +0.5% | -2.1% | +2.5% | +2.6% |
| 30D | +6.6% | -1.3% | +7.9% | +8.0% |
| 3M | +12.3% | +5.6% | +6.6% | +5.7% |
| 6M | +18.4% | +12.4% | +6.0% | +3.7% |
| YTD | +47.2% | +17.6% | +29.6% | +22.5% |
| 1Y | +50.3% | +23.5% | +26.8% | +18.2% |
| 3Y | +55.3% | +67.0% | -11.7% | -13.3% |
| 5Y | +226.0% | +80.5% | +145.4% | +63.2% |
| All | +226.0% | +78.5% | +147.4% | +63.2% |
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