+966.4%
TER vs VTV
+734.9%
+231.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.2% |
| 7D | +24.0% | +2.3% | +21.7% | +20.5% |
| 30D | -30.6% | +3.8% | -34.4% | -33.9% |
| 3M | -34.5% | +1.7% | -36.2% | -35.8% |
| 6M | -26.4% | +10.9% | -37.3% | -35.4% |
| YTD | +36.4% | +21.7% | +14.7% | +7.4% |
| 1Y | +47.4% | +23.4% | +24.0% | +14.3% |
| 3Y | +202.6% | +78.0% | +124.6% | +48.3% |
| 5Y | +83.9% | +77.4% | +6.5% | -6.5% |
| 10Y | +1,068.0% | +230.4% | +837.6% | +164.5% |
| All | +966.4% | +734.9% | +231.6% | -37.8% |
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 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