+95.9%
VTV vs COMP
-49.2%
+145.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.7% | -3.7% | +1.6% |
| 7D | -0.5% | +14.5% | -15.1% | -1.5% |
| 30D | +3.1% | +14.9% | -11.8% | +2.0% |
| 3M | +1.8% | -14.2% | +16.1% | +2.6% |
| 6M | +10.9% | +23.7% | -12.9% | +8.7% |
| YTD | +20.9% | +2.1% | +18.8% | +19.1% |
| 1Y | +24.6% | +26.2% | -1.6% | +21.0% |
| 3Y | +78.6% | +470.9% | -392.3% | +52.7% |
| 5Y | +76.4% | -14.0% | +90.4% | +59.8% |
| All | +95.9% | -49.2% | +145.1% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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