+44.2%
XLU vs VTV
+80.6%
-36.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.9% |
| 7D | -1.6% | -1.1% | -0.5% | -0.8% |
| 30D | -3.3% | -1.0% | -2.3% | -2.6% |
| 3M | -3.2% | +4.6% | -7.8% | -6.5% |
| 6M | -7.0% | +13.5% | -20.5% | -15.6% |
| YTD | +0.6% | +18.5% | -17.9% | -11.7% |
| 1Y | +2.4% | +22.9% | -20.5% | -12.7% |
| 3Y | +46.3% | +67.8% | -21.6% | -3.5% |
| All | +44.2% | +80.6% | -36.4% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling