+102.9%
XLP vs VTV
+226.9%
-124.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.1% |
| 7D | -1.4% | +0.3% | -1.7% | -1.6% |
| 30D | -1.3% | +0.1% | -1.4% | -1.4% |
| 3M | +1.8% | +6.2% | -4.4% | -2.2% |
| 6M | -0.8% | +13.5% | -14.3% | -8.9% |
| YTD | +9.5% | +18.9% | -9.3% | -2.6% |
| 1Y | +7.2% | +25.8% | -18.6% | -8.3% |
| 3Y | +27.1% | +68.7% | -41.6% | -11.5% |
| 5Y | +32.0% | +80.3% | -48.3% | -12.4% |
| 10Y | +102.9% | +226.3% | -123.4% | -9.4% |
| All | +102.9% | +226.9% | -124.0% | -9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling