+80.6%
VTV vs CAPR
+76.3%
+4.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | -0.3% |
| 7D | -0.7% | -12.6% | +12.0% | -0.6% |
| 30D | -0.5% | +124.4% | -124.9% | -1.2% |
| 3M | +5.3% | -66.8% | +72.1% | +5.6% |
| 6M | +12.9% | -71.8% | +84.7% | +13.3% |
| YTD | +18.5% | -70.1% | +88.5% | +18.8% |
| 1Y | +25.3% | +33.3% | -8.1% | +21.9% |
| 3Y | +68.2% | +36.7% | +31.5% | +56.4% |
| 5Y | +80.6% | +72.5% | +8.2% | +61.2% |
| All | +80.6% | +76.3% | +4.3% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling