+228.7%
VTV vs AME
+445.1%
-216.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.5% | -1.0% |
| 7D | -1.1% | +1.7% | -2.8% | -2.0% |
| 30D | -1.0% | -6.4% | +5.4% | +2.4% |
| 3M | +4.6% | +7.1% | -2.4% | +0.5% |
| 6M | +13.5% | +8.2% | +5.3% | +8.0% |
| YTD | +18.5% | +18.2% | +0.3% | +7.2% |
| 1Y | +22.9% | +26.7% | -3.9% | +6.6% |
| 3Y | +67.8% | +60.7% | +7.1% | +24.6% |
| 5Y | +81.8% | +91.6% | -9.7% | +20.0% |
| All | +228.7% | +445.1% | -216.4% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling