+715.8%
VTV vs CAG
+70.7%
+645.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -0.7% | -6.6% | +6.0% | +1.4% |
| 30D | -0.5% | +2.3% | -2.8% | -1.3% |
| 3M | +5.3% | +16.3% | -11.0% | -0.1% |
| 6M | +12.9% | -16.0% | +28.9% | +18.2% |
| YTD | +18.5% | -7.7% | +26.2% | +19.9% |
| 1Y | +25.3% | -16.0% | +41.3% | +30.3% |
| 3Y | +68.2% | -37.7% | +105.9% | +89.6% |
| 5Y | +80.6% | -41.2% | +121.9% | +105.5% |
| 10Y | +232.9% | -33.8% | +266.7% | +236.7% |
| All | +715.8% | +70.7% | +645.1% | +356.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling