-68.2%
XYZ vs VTV
+80.7%
-148.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -1.4% |
| 7D | +2.9% | +0.3% | +2.5% | +2.3% |
| 30D | +1.4% | +0.1% | +1.2% | +1.2% |
| 3M | +14.6% | +6.2% | +8.4% | +0.1% |
| 6M | +20.8% | +13.5% | +7.3% | -9.2% |
| YTD | +23.1% | +18.9% | +4.2% | -16.8% |
| 1Y | +5.6% | +25.8% | -20.1% | -37.3% |
| 3Y | +50.9% | +68.7% | -17.8% | -56.2% |
| All | -68.2% | +80.7% | -148.9% | -91.0% |
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