+740.0%
VTV vs A
+721.5%
+18.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +2.9% | -0.5% | +3.4% | +3.1% |
| 30D | +3.8% | 0.0% | +3.8% | +3.7% |
| 3M | +1.6% | +16.7% | -15.1% | -4.9% |
| 6M | +11.2% | +54.8% | -43.6% | -7.8% |
| YTD | +22.0% | +28.8% | -6.8% | +8.1% |
| 1Y | +24.9% | +19.3% | +5.6% | +14.0% |
| 3Y | +78.5% | +65.5% | +12.9% | +38.1% |
| 5Y | +77.8% | +12.1% | +65.7% | +57.0% |
| 10Y | +231.1% | +305.4% | -74.3% | +65.6% |
| All | +740.0% | +721.5% | +18.5% | +166.1% |
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