+718.4%
VTV vs AME
+3,559.5%
-2,841.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.3% | +2.8% | -2.5% | -1.1% |
| 30D | +0.1% | -6.3% | +6.4% | +3.5% |
| 3M | +6.2% | +5.4% | +0.8% | +2.9% |
| 6M | +13.5% | +7.4% | +6.0% | +8.5% |
| YTD | +18.9% | +16.2% | +2.7% | +8.8% |
| 1Y | +25.8% | +26.8% | -1.0% | +9.5% |
| 3Y | +68.7% | +57.5% | +11.2% | +28.3% |
| 5Y | +80.3% | +84.8% | -4.5% | +24.3% |
| 10Y | +226.3% | +424.3% | -198.0% | +25.8% |
| All | +718.4% | +3,559.5% | -2,841.1% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling