+80.6%
VTV vs AFL
+133.8%
-53.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | -1.1% | -1.6% | +0.5% | -0.4% |
| 30D | -1.0% | -4.0% | +3.0% | +0.6% |
| 3M | +4.6% | -0.5% | +5.2% | +4.6% |
| 6M | +13.5% | +6.5% | +7.0% | +10.0% |
| YTD | +18.5% | +6.2% | +12.3% | +14.8% |
| 1Y | +22.9% | +8.3% | +14.6% | +17.8% |
| 3Y | +67.8% | +62.5% | +5.3% | +31.1% |
| All | +80.6% | +133.8% | -53.2% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 5y: compounded portfolio wealth divided by compounded AFL 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…
5y analysis · Full analysis span regression · 6 months rolling