+464.7%
VTV vs CG
+341.4%
+123.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.2% |
| 7D | +0.3% | -1.3% | +1.6% | +0.6% |
| 30D | +0.1% | -3.2% | +3.3% | +0.8% |
| 3M | +6.2% | +6.2% | 0.0% | +4.0% |
| 6M | +13.5% | -4.7% | +18.1% | +14.0% |
| YTD | +18.9% | -20.6% | +39.5% | +24.7% |
| 1Y | +25.8% | -26.4% | +52.2% | +34.1% |
| 3Y | +68.7% | +55.4% | +13.4% | +41.5% |
| 5Y | +80.3% | +9.8% | +70.5% | +60.1% |
| 10Y | +226.3% | +341.4% | -115.0% | +96.3% |
| All | +464.7% | +341.4% | +123.3% | +228.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling