+80.6%
VTV vs BR
+8.0%
+72.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.1% | -3.0% | +1.9% | -0.2% |
| 30D | -1.0% | -0.3% | -0.7% | -1.0% |
| 3M | +4.6% | +17.3% | -12.7% | -0.8% |
| 6M | +13.5% | -6.7% | +20.2% | +15.6% |
| YTD | +18.5% | -23.4% | +41.9% | +29.3% |
| 1Y | +22.9% | -32.7% | +55.6% | +40.9% |
| 3Y | +67.8% | -5.9% | +73.8% | +67.4% |
| All | +80.6% | +8.0% | +72.6% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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