+228.7%
VTV vs BBWI
-55.0%
+283.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.7% | -0.2% |
| 7D | -1.1% | -4.8% | +3.7% | -0.5% |
| 30D | -1.0% | +3.5% | -4.5% | -1.8% |
| 3M | +4.6% | -0.3% | +5.0% | +4.1% |
| 6M | +13.5% | -5.4% | +18.9% | +13.0% |
| YTD | +18.5% | -4.7% | +23.2% | +17.4% |
| 1Y | +22.9% | -30.5% | +53.4% | +26.4% |
| 3Y | +67.8% | -44.3% | +112.2% | +73.1% |
| 5Y | +81.8% | -66.9% | +148.7% | +97.0% |
| All | +228.7% | -55.0% | +283.7% | +187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling