+76.9%
VTV vs CMS
+39.1%
+37.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | 0.0% | +0.5% | -0.4% | -0.1% |
| 30D | +3.2% | +7.4% | -4.2% | +1.4% |
| 3M | +1.7% | +1.9% | -0.2% | +1.1% |
| 6M | +11.0% | -2.3% | +13.4% | +11.4% |
| YTD | +21.0% | +3.0% | +18.1% | +19.4% |
| 1Y | +24.3% | -2.8% | +27.0% | +24.7% |
| 3Y | +76.9% | +37.9% | +39.0% | +59.7% |
| All | +76.9% | +39.1% | +37.8% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling