+718.4%
VTV vs A
+592.4%
+125.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.2% |
| 7D | +0.3% | -2.1% | +2.4% | +1.1% |
| 30D | +0.1% | +0.6% | -0.5% | -0.3% |
| 3M | +6.2% | +10.9% | -4.7% | +1.5% |
| 6M | +13.5% | +28.2% | -14.7% | +1.3% |
| YTD | +18.9% | +8.6% | +10.3% | +13.0% |
| 1Y | +25.8% | +15.5% | +10.3% | +16.1% |
| 3Y | +68.7% | +31.8% | +36.9% | +43.0% |
| 5Y | +80.3% | -14.9% | +95.2% | +78.2% |
| 10Y | +226.3% | +237.8% | -11.5% | +75.7% |
| All | +718.4% | +592.4% | +125.9% | +178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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