+589.9%
XLP vs VTV
+721.7%
-131.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -1.0% | +0.5% | -1.5% | -1.3% |
| 30D | -0.9% | +1.1% | -2.0% | -1.5% |
| 3M | +3.8% | +5.9% | -2.1% | +0.4% |
| 6M | -1.7% | +11.6% | -13.4% | -7.9% |
| YTD | +10.3% | +19.8% | -9.6% | -0.8% |
| 1Y | +7.8% | +26.2% | -18.4% | -5.9% |
| 3Y | +27.2% | +68.5% | -41.3% | -6.4% |
| 5Y | +32.5% | +79.9% | -47.3% | -6.3% |
| 10Y | +101.8% | +229.7% | -127.9% | +0.9% |
| All | +589.9% | +721.7% | -131.8% | +98.8% |
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