+228.7%
VTV vs CG
+314.7%
-86.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.2% |
| 7D | -1.1% | -9.9% | +8.8% | +1.7% |
| 30D | -1.0% | -11.7% | +10.6% | +2.2% |
| 3M | +4.6% | -4.3% | +8.9% | +5.4% |
| 6M | +13.5% | -8.8% | +22.3% | +15.4% |
| YTD | +18.5% | -26.9% | +45.4% | +27.5% |
| 1Y | +22.9% | -35.4% | +58.3% | +36.5% |
| 3Y | +67.8% | +43.0% | +24.8% | +41.4% |
| 5Y | +81.8% | +1.9% | +79.9% | +62.8% |
| All | +228.7% | +314.7% | -86.0% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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