+442.1%
VTV vs CAPR
-99.1%
+541.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | +0.5% | -2.0% | +2.5% | +0.5% |
| 30D | +1.1% | +139.2% | -138.1% | +0.2% |
| 3M | +5.9% | -66.4% | +72.2% | +6.2% |
| 6M | +11.6% | -63.1% | +74.8% | +11.8% |
| YTD | +19.8% | -67.4% | +87.2% | +20.1% |
| 1Y | +26.2% | +58.2% | -32.0% | +22.4% |
| 3Y | +68.5% | +42.2% | +26.3% | +61.5% |
| 5Y | +79.9% | +87.3% | -7.4% | +71.2% |
| 10Y | +229.7% | -75.3% | +305.0% | +205.6% |
| All | +442.1% | -99.1% | +541.1% | +391.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling