+67.8%
VTV vs BAX
-33.8%
+101.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | 0.0% |
| 7D | -0.7% | -5.1% | +4.4% | +0.1% |
| 30D | -0.5% | -12.2% | +11.7% | +1.4% |
| 3M | +5.3% | +21.8% | -16.5% | +1.8% |
| 6M | +12.9% | +36.3% | -23.4% | +6.8% |
| YTD | +18.5% | +27.8% | -9.3% | +12.6% |
| 1Y | +25.3% | -0.1% | +25.3% | +23.7% |
| All | +67.8% | -33.8% | +101.6% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 3y: compounded portfolio wealth divided by compounded BAX 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…
3y analysis · Full analysis span regression · 6 months rolling