+64.3%
XLF vs VTV
+80.6%
-16.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | -0.2% |
| 7D | -1.5% | -1.1% | -0.4% | -0.2% |
| 30D | -1.2% | -1.0% | -0.1% | +0.1% |
| 3M | +9.2% | +4.6% | +4.5% | +3.4% |
| 6M | +16.3% | +13.5% | +2.8% | -0.1% |
| YTD | +5.4% | +18.5% | -13.1% | -14.1% |
| 1Y | +7.6% | +22.9% | -15.3% | -16.1% |
| 3Y | +74.2% | +67.8% | +6.4% | -6.8% |
| All | +64.3% | +80.6% | -16.4% | -19.3% |
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