+718.4%
VTV vs BB
-44.8%
+763.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.1% |
| 7D | +0.3% | +0.5% | -0.2% | +0.2% |
| 30D | +0.1% | -12.4% | +12.5% | +1.5% |
| 3M | +6.2% | -15.3% | +21.5% | +7.3% |
| 6M | +13.5% | +128.8% | -115.3% | +1.3% |
| YTD | +18.9% | +107.7% | -88.8% | +7.2% |
| 1Y | +25.8% | +103.9% | -78.1% | +13.1% |
| 3Y | +68.7% | +72.6% | -3.9% | +49.0% |
| 5Y | +80.3% | -24.3% | +104.6% | +70.4% |
| 10Y | +226.3% | +3.1% | +223.2% | +155.3% |
| All | +718.4% | -44.8% | +763.2% | +558.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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