+228.2%
TER vs VTV
+80.1%
+148.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.7% |
| 7D | +12.4% | -0.7% | +13.0% | +13.6% |
| 30D | +5.1% | -0.5% | +5.6% | +5.9% |
| 3M | +4.0% | +5.3% | -1.3% | -5.4% |
| 6M | +29.5% | +12.9% | +16.7% | +5.5% |
| YTD | +98.5% | +18.5% | +80.0% | +50.0% |
| 1Y | +234.1% | +25.3% | +208.8% | +129.8% |
| 3Y | +289.0% | +68.2% | +220.8% | +66.8% |
| 5Y | +228.2% | +80.6% | +147.5% | +33.8% |
| All | +228.2% | +80.1% | +148.0% | +33.8% |
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 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