+74.2%
XLF vs VTV
+67.6%
+6.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | -0.1% |
| 7D | -1.5% | -1.1% | -0.4% | -0.2% |
| 30D | -1.2% | -1.0% | -0.1% | 0.0% |
| 3M | +9.2% | +4.6% | +4.5% | +3.7% |
| 6M | +16.3% | +13.5% | +2.8% | +0.6% |
| YTD | +5.4% | +18.5% | -13.1% | -13.2% |
| 1Y | +7.6% | +22.9% | -15.3% | -15.1% |
| 3Y | +74.2% | +67.8% | +6.4% | -2.9% |
| All | +74.2% | +67.6% | +6.6% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling