+80.6%
VTV vs CAG
-43.1%
+123.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -1.1% | -5.7% | +4.6% | 0.0% |
| 30D | -1.0% | -2.4% | +1.4% | -0.7% |
| 3M | +4.6% | +9.8% | -5.1% | +2.4% |
| 6M | +13.5% | -10.8% | +24.3% | +15.9% |
| YTD | +18.5% | -10.8% | +29.3% | +20.5% |
| 1Y | +22.9% | -19.0% | +41.8% | +27.6% |
| 3Y | +67.8% | -39.7% | +107.5% | +84.5% |
| All | +80.6% | -43.1% | +123.7% | +99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling