+451.9%
VTV vs CAPR
-99.0%
+551.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.1% | +0.3% |
| 7D | +2.9% | +5.9% | -3.0% | +2.8% |
| 30D | +3.8% | +44.6% | -40.8% | +3.4% |
| 3M | +1.6% | +126.4% | -124.8% | +0.6% |
| 6M | +11.2% | -68.6% | +79.8% | +11.5% |
| YTD | +22.0% | -67.0% | +89.0% | +22.2% |
| 1Y | +24.9% | +65.2% | -40.3% | +21.0% |
| 3Y | +78.5% | +235.6% | -157.1% | +69.7% |
| 5Y | +77.8% | +175.4% | -97.7% | +68.5% |
| 10Y | +231.1% | -65.0% | +296.0% | +206.1% |
| All | +451.9% | -99.0% | +551.0% | +399.7% |
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