+80.6%
VTV vs CMS
+23.1%
+57.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -0.7% | +0.2% | -0.8% | -0.7% |
| 30D | -0.5% | -1.3% | +0.8% | -0.1% |
| 3M | +5.3% | -5.4% | +10.7% | +7.0% |
| 6M | +12.9% | -10.3% | +23.2% | +16.5% |
| YTD | +18.5% | -0.2% | +18.7% | +17.9% |
| 1Y | +25.3% | -0.9% | +26.1% | +24.8% |
| 3Y | +68.2% | +34.0% | +34.2% | +49.4% |
| 5Y | +80.6% | +23.6% | +57.1% | +62.1% |
| All | +80.6% | +23.1% | +57.6% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling