+718.4%
VTV vs AA
-16.0%
+734.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.6% |
| 7D | +0.3% | +1.7% | -1.3% | -0.1% |
| 30D | +0.1% | +3.3% | -3.2% | -0.9% |
| 3M | +6.2% | -29.4% | +35.6% | +14.1% |
| 6M | +13.5% | -12.8% | +26.3% | +14.6% |
| YTD | +18.9% | -2.1% | +21.0% | +16.0% |
| 1Y | +25.8% | +62.8% | -37.0% | +7.4% |
| 3Y | +68.7% | +90.5% | -21.7% | +30.1% |
| 5Y | +80.3% | +19.1% | +61.3% | +42.3% |
| 10Y | +226.3% | +124.8% | +101.6% | +74.3% |
| All | +718.4% | -16.0% | +734.4% | +349.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling