-62.3%
XYZ vs VTV
+76.8%
-139.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.7% |
| 7D | +12.6% | 0.0% | +12.6% | +12.8% |
| 30D | +10.8% | +3.2% | +7.6% | +3.5% |
| 3M | +8.4% | +1.7% | +6.7% | +4.9% |
| 6M | +14.3% | +11.0% | +3.3% | -9.7% |
| YTD | +31.5% | +21.0% | +10.5% | -14.8% |
| 1Y | +28.1% | +24.3% | +3.9% | -22.0% |
| 3Y | +66.2% | +76.9% | -10.8% | -58.3% |
| 5Y | -62.3% | +76.9% | -139.3% | -89.7% |
| All | -62.3% | +76.8% | -139.1% | -89.7% |
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