+738.3%
VTV vs CP
+2,305.4%
-1,567.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | +2.3% | +0.9% | +1.4% | +1.9% |
| 30D | +3.8% | +10.3% | -6.6% | -0.4% |
| 3M | +1.7% | +2.3% | -0.6% | +0.5% |
| 6M | +10.9% | +10.7% | +0.2% | +5.8% |
| YTD | +21.7% | +29.3% | -7.6% | +8.3% |
| 1Y | +23.4% | +31.5% | -8.1% | +8.9% |
| 3Y | +78.0% | +36.7% | +41.3% | +51.7% |
| 5Y | +77.4% | +26.8% | +50.6% | +53.4% |
| 10Y | +230.4% | +260.1% | -29.7% | +78.4% |
| All | +738.3% | +2,305.4% | -1,567.2% | +97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling