+676.9%
XLV vs VTV
+712.6%
-35.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.7% |
| 7D | -3.6% | -1.1% | -2.5% | -2.8% |
| 30D | -1.8% | -1.0% | -0.8% | -1.1% |
| 3M | +7.8% | +4.6% | +3.1% | +4.4% |
| 6M | +9.1% | +13.5% | -4.4% | -0.2% |
| YTD | +7.7% | +18.5% | -10.8% | -4.4% |
| 1Y | +20.4% | +22.9% | -2.5% | +4.1% |
| 3Y | +30.8% | +67.8% | -37.1% | -9.2% |
| 5Y | +34.6% | +81.8% | -47.2% | -11.7% |
| 10Y | +173.4% | +233.0% | -59.6% | +18.5% |
| All | +676.9% | +712.6% | -35.7% | +78.8% |
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