+92.0%
VTV vs COMP
-49.7%
+141.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.3% |
| 7D | -0.7% | +0.8% | -1.5% | -0.7% |
| 30D | -0.5% | -13.9% | +13.4% | +0.4% |
| 3M | +5.3% | +30.7% | -25.4% | +3.2% |
| 6M | +12.9% | +18.7% | -5.8% | +10.7% |
| YTD | +18.5% | +1.0% | +17.4% | +17.1% |
| 1Y | +25.3% | +15.1% | +10.2% | +22.4% |
| 3Y | +68.2% | +219.8% | -151.6% | +49.4% |
| 5Y | +80.6% | -28.7% | +109.3% | +64.8% |
| All | +92.0% | -49.7% | +141.8% | +76.5% |
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