+228.7%
VTV vs CAG
-36.2%
+264.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -1.1% | -5.7% | +4.6% | +0.1% |
| 30D | -1.0% | -2.4% | +1.4% | -0.6% |
| 3M | +4.6% | +9.8% | -5.1% | +2.3% |
| 6M | +13.5% | -10.8% | +24.3% | +15.7% |
| YTD | +18.5% | -10.8% | +29.3% | +20.4% |
| 1Y | +22.9% | -19.0% | +41.8% | +27.2% |
| 3Y | +67.8% | -39.7% | +107.5% | +83.3% |
| 5Y | +81.8% | -43.0% | +124.8% | +100.4% |
| All | +228.7% | -36.2% | +264.9% | +249.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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