+860.8%
XLI vs VTV
+706.8%
+154.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | 0.0% |
| 7D | -2.3% | -2.1% | -0.2% | -0.2% |
| 30D | -8.2% | -1.3% | -6.8% | -6.9% |
| 3M | +0.8% | +5.6% | -4.9% | -4.6% |
| 6M | +0.8% | +12.4% | -11.5% | -10.2% |
| YTD | +10.5% | +17.6% | -7.1% | -5.9% |
| 1Y | +14.1% | +23.5% | -9.4% | -7.5% |
| 3Y | +68.6% | +67.0% | +1.6% | +1.3% |
| 5Y | +80.4% | +80.5% | -0.1% | +0.8% |
| 10Y | +254.6% | +230.6% | +24.0% | +11.7% |
| All | +860.8% | +706.8% | +154.0% | +25.8% |
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