+80.5%
VTV vs BAX
-67.5%
+148.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -2.1% | -5.4% | +3.4% | -1.1% |
| 30D | -1.3% | -12.4% | +11.1% | +1.0% |
| 3M | +5.6% | +19.1% | -13.5% | +1.9% |
| 6M | +12.4% | +38.6% | -26.2% | +5.1% |
| YTD | +17.6% | +26.7% | -9.1% | +11.1% |
| 1Y | +23.5% | +1.0% | +22.5% | +21.4% |
| 3Y | +67.0% | -33.9% | +100.9% | +75.4% |
| 5Y | +80.5% | -67.0% | +147.6% | +125.4% |
| All | +80.5% | -67.5% | +148.0% | +125.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling