+228.8%
VTV vs CMS
+140.2%
+88.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.5% |
| 7D | +2.9% | +1.7% | +1.2% | +2.2% |
| 30D | +3.8% | +6.2% | -2.4% | +1.2% |
| 3M | +1.6% | +0.6% | +0.9% | +1.2% |
| 6M | +11.2% | -1.8% | +13.0% | +11.6% |
| YTD | +22.0% | +3.8% | +18.1% | +19.3% |
| 1Y | +24.9% | -1.8% | +26.7% | +24.9% |
| 3Y | +78.5% | +39.8% | +38.6% | +51.7% |
| 5Y | +77.8% | +37.1% | +40.7% | +50.1% |
| All | +228.8% | +140.2% | +88.5% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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