+733.3%
VTV vs CMS
+1,404.2%
-670.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | 0.0% | +0.5% | -0.4% | -0.2% |
| 30D | +3.2% | +7.4% | -4.2% | -0.4% |
| 3M | +1.7% | +1.9% | -0.2% | +0.6% |
| 6M | +11.0% | -2.3% | +13.4% | +11.7% |
| YTD | +21.0% | +3.0% | +18.1% | +18.3% |
| 1Y | +24.3% | -2.8% | +27.0% | +24.9% |
| 3Y | +76.9% | +37.9% | +39.0% | +46.9% |
| 5Y | +76.9% | +34.0% | +43.0% | +46.3% |
| 10Y | +227.8% | +138.1% | +89.7% | +91.5% |
| All | +733.3% | +1,404.2% | -670.9% | +79.9% |
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