+80.6%
VTV vs ALM
+839.2%
-758.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +0.9% |
| 7D | -1.1% | -11.8% | +10.7% | -0.8% |
| 30D | -1.0% | +7.8% | -8.8% | -1.3% |
| 3M | +4.6% | -9.3% | +13.9% | +4.6% |
| 6M | +13.5% | -30.5% | +44.0% | +13.9% |
| YTD | +18.5% | +75.8% | -57.3% | +15.9% |
| 1Y | +22.9% | +241.2% | -218.3% | +17.8% |
| 3Y | +67.8% | +1,872.6% | -1,804.8% | +51.1% |
| All | +80.6% | +839.2% | -758.6% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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