+226.3%
VTV vs CMS
+120.6%
+105.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -2.1% | -1.3% | -0.7% | -1.5% |
| 30D | -1.3% | -2.8% | +1.5% | -0.2% |
| 3M | +5.6% | -7.1% | +12.8% | +8.6% |
| 6M | +12.4% | -10.0% | +22.4% | +16.8% |
| YTD | +17.6% | -0.9% | +18.6% | +17.4% |
| 1Y | +23.5% | -2.0% | +25.5% | +23.6% |
| 3Y | +67.0% | +33.0% | +34.0% | +45.1% |
| 5Y | +80.5% | +24.3% | +56.3% | +59.4% |
| All | +226.3% | +120.6% | +105.8% | +156.8% |
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