+169.4%
XLV vs VTV
+234.5%
-65.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.8% |
| 7D | -3.6% | -1.1% | -2.5% | -2.7% |
| 30D | -1.8% | -1.0% | -0.8% | -1.0% |
| 3M | +7.8% | +4.6% | +3.1% | +3.9% |
| 6M | +9.1% | +13.5% | -4.4% | -1.5% |
| YTD | +7.7% | +18.5% | -10.8% | -6.1% |
| 1Y | +20.4% | +22.9% | -2.5% | +1.9% |
| 3Y | +30.8% | +67.8% | -37.1% | -14.3% |
| 5Y | +34.6% | +81.8% | -47.2% | -17.5% |
| All | +169.4% | +234.5% | -65.1% | -3.5% |
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