+710.1%
VTV vs BG
+482.2%
+227.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -2.1% | +3.7% | -5.8% | -3.1% |
| 30D | -1.3% | +12.3% | -13.7% | -4.6% |
| 3M | +5.6% | -2.2% | +7.8% | +5.7% |
| 6M | +12.4% | +5.3% | +7.1% | +9.8% |
| YTD | +17.6% | +42.4% | -24.8% | +5.3% |
| 1Y | +23.5% | +55.2% | -31.7% | +7.3% |
| 3Y | +67.0% | +21.0% | +46.1% | +53.0% |
| 5Y | +80.5% | +87.1% | -6.6% | +42.0% |
| 10Y | +230.6% | +169.8% | +60.8% | +119.0% |
| All | +710.1% | +482.2% | +227.8% | +333.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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