+750.2%
XLE vs VTV
+721.7%
+28.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.6% |
| 7D | +2.2% | +0.5% | +1.7% | +1.5% |
| 30D | +11.8% | +1.1% | +10.7% | +10.3% |
| 3M | +9.8% | +5.9% | +3.9% | +2.2% |
| 6M | +15.6% | +11.6% | +3.9% | +0.3% |
| YTD | +45.3% | +19.8% | +25.4% | +15.7% |
| 1Y | +48.3% | +26.2% | +22.1% | +10.8% |
| 3Y | +55.4% | +68.5% | -13.0% | -18.1% |
| 5Y | +216.1% | +79.9% | +136.2% | +54.3% |
| 10Y | +178.4% | +229.7% | -51.3% | -29.7% |
| All | +750.2% | +721.7% | +28.6% | -22.8% |
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