+128.8%
XLP vs VTV
+238.4%
-109.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | -0.4% |
| 7D | +0.1% | -0.5% | +0.6% | +0.4% |
| 30D | +8.9% | +3.1% | +5.9% | +6.8% |
| 3M | +7.5% | +1.8% | +5.6% | +6.2% |
| 6M | +9.4% | +10.9% | -1.4% | +2.1% |
| YTD | +19.3% | +20.9% | -1.6% | +4.9% |
| 1Y | +21.7% | +24.6% | -2.9% | +4.9% |
| 3Y | +44.0% | +78.6% | -34.6% | -3.5% |
| 5Y | +42.8% | +76.4% | -33.6% | -3.8% |
| 10Y | +128.8% | +230.7% | -101.9% | +7.0% |
| All | +128.8% | +238.4% | -109.6% | +7.0% |
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