+80.6%
VTV vs CP
+30.0%
+50.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | +0.1% |
| 7D | -0.7% | +0.6% | -1.3% | -0.9% |
| 30D | -0.5% | -0.5% | 0.0% | -0.4% |
| 3M | +5.3% | +0.1% | +5.2% | +5.0% |
| 6M | +12.9% | +7.8% | +5.1% | +9.3% |
| YTD | +18.5% | +22.9% | -4.4% | +9.1% |
| 1Y | +25.3% | +21.3% | +4.0% | +15.8% |
| 3Y | +68.2% | +20.4% | +47.8% | +52.8% |
| 5Y | +80.6% | +34.9% | +45.7% | +50.9% |
| All | +80.6% | +30.0% | +50.6% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling