+28.4%
XLY vs VTV
+80.6%
-52.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | 0.0% |
| 7D | -1.7% | -1.1% | -0.6% | -0.3% |
| 30D | -4.2% | -1.0% | -3.2% | -2.9% |
| 3M | -2.7% | +4.6% | -7.3% | -8.1% |
| 6M | -0.6% | +13.5% | -14.1% | -15.2% |
| YTD | -5.0% | +18.5% | -23.5% | -23.3% |
| 1Y | -4.1% | +22.9% | -27.0% | -26.1% |
| 3Y | +33.6% | +67.8% | -34.2% | -30.6% |
| All | +28.4% | +80.6% | -52.2% | -37.0% |
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 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