+646.3%
XLP vs VTV
+728.8%
-82.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | -0.2% |
| 7D | +0.1% | -0.5% | +0.6% | +0.4% |
| 30D | +8.9% | +3.1% | +5.9% | +7.1% |
| 3M | +7.5% | +1.8% | +5.6% | +6.4% |
| 6M | +9.4% | +10.9% | -1.4% | +3.0% |
| YTD | +19.3% | +20.9% | -1.6% | +6.8% |
| 1Y | +21.7% | +24.6% | -2.9% | +7.1% |
| 3Y | +44.0% | +78.6% | -34.6% | +2.4% |
| 5Y | +42.8% | +76.4% | -33.6% | +2.1% |
| 10Y | +128.8% | +230.7% | -101.9% | +14.2% |
| All | +646.3% | +728.8% | -82.6% | +114.0% |
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 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