+2,244.9%
ICE vs VTV
+583.3%
+1,661.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.4% |
| 7D | -0.9% | -0.7% | -0.2% | -0.1% |
| 30D | +4.0% | -0.5% | +4.4% | +4.6% |
| 3M | +11.0% | +5.3% | +5.7% | +4.3% |
| 6M | -5.0% | +12.9% | -17.8% | -17.7% |
| YTD | -2.7% | +18.5% | -21.2% | -20.5% |
| 1Y | -8.6% | +25.3% | -33.9% | -30.0% |
| 3Y | +41.4% | +68.2% | -26.8% | -24.4% |
| 5Y | +39.9% | +80.6% | -40.8% | -31.8% |
| 10Y | +214.9% | +232.9% | -18.0% | -34.1% |
| All | +2,244.9% | +583.3% | +1,661.6% | +92.4% |
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