+228.7%
VTV vs CAPR
-78.4%
+307.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | -1.1% | -11.0% | +9.9% | -1.0% |
| 30D | -1.0% | +99.8% | -100.8% | -1.9% |
| 3M | +4.6% | -66.6% | +71.2% | +5.1% |
| 6M | +13.5% | -75.1% | +88.6% | +14.3% |
| YTD | +18.5% | -71.0% | +89.5% | +19.0% |
| 1Y | +22.9% | +30.0% | -7.1% | +18.5% |
| 3Y | +67.8% | +29.0% | +38.9% | +58.5% |
| 5Y | +81.8% | +70.8% | +11.0% | +69.6% |
| All | +228.7% | -78.4% | +307.1% | +197.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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