+27.9%
VTV vs CP
+35.2%
-7.3%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +0.7% |
| 7D | +1.8% | +5.6% | -3.8% | +0.5% |
| 30D | +6.0% | +10.0% | -4.0% | +3.6% |
| 3M | +3.7% | +4.4% | -0.7% | +2.5% |
| 6M | +13.9% | +14.1% | -0.1% | +9.8% |
| YTD | +22.8% | +29.1% | -6.3% | +14.1% |
| 1Y | +27.9% | +34.6% | -6.7% | +16.8% |
| All | +27.9% | +35.2% | -7.3% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling