+566.1%
XYZ vs VTV
+229.4%
+336.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.3% |
| 7D | -2.1% | +2.3% | -4.4% | -5.7% |
| 30D | +7.0% | +3.8% | +3.2% | +1.1% |
| 3M | +5.1% | +1.7% | +3.4% | +2.8% |
| 6M | +14.1% | +10.9% | +3.2% | -3.1% |
| YTD | +26.4% | +21.7% | +4.6% | -7.3% |
| 1Y | +25.1% | +23.4% | +1.7% | -10.2% |
| 3Y | +59.7% | +78.0% | -18.3% | -34.4% |
| 5Y | -63.8% | +77.4% | -141.2% | -83.6% |
| All | +566.1% | +229.4% | +336.7% | +25.8% |
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 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