+767.3%
XLE vs VTV
+736.6%
+30.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.7% |
| 7D | +5.4% | +2.9% | +2.5% | +1.8% |
| 30D | -3.9% | +3.8% | -7.7% | -8.4% |
| 3M | +7.0% | +1.6% | +5.5% | +4.7% |
| 6M | +14.2% | +11.2% | +3.0% | -0.2% |
| YTD | +48.2% | +22.0% | +26.2% | +15.2% |
| 1Y | +47.7% | +24.9% | +22.8% | +11.6% |
| 3Y | +70.0% | +78.5% | -8.5% | -16.6% |
| 5Y | +169.1% | +77.8% | +91.4% | +32.8% |
| 10Y | +180.7% | +231.1% | -50.3% | -29.7% |
| All | +767.3% | +736.6% | +30.7% | -23.2% |
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 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