+738.3%
VTV vs CMS
+1,392.1%
-653.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.2% |
| 7D | +2.3% | -1.3% | +3.6% | +2.9% |
| 30D | +3.8% | +5.3% | -1.5% | +1.1% |
| 3M | +1.7% | -0.3% | +2.0% | +1.7% |
| 6M | +10.9% | -4.0% | +14.9% | +12.6% |
| YTD | +21.7% | +2.1% | +19.6% | +19.5% |
| 1Y | +23.4% | -4.7% | +28.1% | +25.3% |
| 3Y | +78.0% | +36.8% | +41.2% | +48.3% |
| 5Y | +77.4% | +34.9% | +42.6% | +46.2% |
| 10Y | +230.4% | +134.7% | +95.7% | +94.5% |
| All | +738.3% | +1,392.1% | -653.9% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling