+67.8%
VTV vs AA
+82.1%
-14.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | -0.1% |
| 7D | -0.7% | -0.6% | 0.0% | -0.6% |
| 30D | -0.5% | -1.6% | +1.1% | -0.4% |
| 3M | +5.3% | -29.8% | +35.1% | +9.2% |
| 6M | +12.9% | -16.6% | +29.5% | +14.1% |
| YTD | +18.5% | -4.0% | +22.5% | +17.1% |
| 1Y | +25.3% | +63.5% | -38.2% | +14.7% |
| All | +67.8% | +82.1% | -14.3% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 3y: compounded portfolio wealth divided by compounded AA 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…
3y analysis · Full analysis span regression · 6 months rolling