+278.2%
XLF vs VTV
+706.8%
-428.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.6% |
| 7D | -2.9% | -2.1% | -0.8% | -0.1% |
| 30D | -1.6% | -1.3% | -0.3% | +0.2% |
| 3M | +9.3% | +5.6% | +3.6% | +1.2% |
| 6M | +14.6% | +12.4% | +2.2% | -2.8% |
| YTD | +4.7% | +17.6% | -12.9% | -16.7% |
| 1Y | +8.6% | +23.5% | -14.9% | -19.3% |
| 3Y | +73.9% | +67.0% | +6.8% | -15.4% |
| 5Y | +65.0% | +80.5% | -15.5% | -27.9% |
| 10Y | +250.4% | +230.6% | +19.8% | -35.5% |
| All | +278.2% | +706.8% | -428.6% | -75.8% |
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