+226.3%
VTV vs CP
+230.5%
-4.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.1% |
| 7D | -2.1% | -2.7% | +0.6% | -0.9% |
| 30D | -1.3% | -3.4% | +2.0% | 0.0% |
| 3M | +5.6% | -0.6% | +6.3% | +5.6% |
| 6M | +12.4% | +6.3% | +6.1% | +8.8% |
| YTD | +17.6% | +21.2% | -3.5% | +7.1% |
| 1Y | +23.5% | +20.0% | +3.5% | +12.7% |
| 3Y | +67.0% | +18.7% | +48.3% | +49.8% |
| 5Y | +80.5% | +34.8% | +45.8% | +48.8% |
| All | +226.3% | +230.5% | -4.2% | +79.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling