+57.2%
VTV vs AS
+120.4%
-63.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -0.6% |
| 7D | +0.5% | -4.9% | +5.4% | +1.0% |
| 30D | +1.1% | -19.6% | +20.7% | +3.4% |
| 3M | +5.9% | -14.4% | +20.3% | +7.4% |
| 6M | +11.6% | -20.1% | +31.8% | +13.8% |
| YTD | +19.8% | -20.9% | +40.8% | +22.1% |
| 1Y | +26.2% | -21.9% | +48.1% | +28.5% |
| All | +57.2% | +120.4% | -63.2% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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