+80.3%
VTV vs AR
+140.6%
-60.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +0.3% | -1.8% | +2.1% | +0.5% |
| 30D | +0.1% | +12.6% | -12.4% | -1.3% |
| 3M | +6.2% | +10.0% | -3.8% | +4.8% |
| 6M | +13.5% | +0.6% | +12.8% | +12.9% |
| YTD | +18.9% | +13.4% | +5.4% | +16.2% |
| 1Y | +25.8% | +21.7% | +4.1% | +21.4% |
| 3Y | +68.7% | +45.8% | +22.9% | +56.0% |
| 5Y | +80.3% | +144.3% | -63.9% | +53.8% |
| All | +80.3% | +140.6% | -60.3% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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