+80.5%
VTV vs AME
+82.6%
-2.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -1.3% | -8.6% | +7.3% | +2.5% |
| 3M | +5.6% | +5.8% | -0.1% | +2.7% |
| 6M | +12.4% | +3.8% | +8.6% | +9.8% |
| YTD | +17.6% | +14.4% | +3.2% | +9.8% |
| 1Y | +23.5% | +25.8% | -2.3% | +10.1% |
| 3Y | +67.0% | +55.2% | +11.9% | +31.2% |
| 5Y | +80.5% | +85.5% | -5.0% | +24.9% |
| All | +80.5% | +82.6% | -2.1% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling