+733.3%
VTV vs CP
+2,284.9%
-1,551.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | 0.0% | +2.8% | -2.8% | -1.1% |
| 30D | +3.2% | +11.0% | -7.8% | -1.3% |
| 3M | +1.7% | +3.8% | -2.2% | -0.1% |
| 6M | +11.0% | +9.5% | +1.5% | +6.4% |
| YTD | +21.0% | +28.2% | -7.2% | +8.0% |
| 1Y | +24.3% | +33.0% | -8.7% | +9.2% |
| 3Y | +76.9% | +35.5% | +41.4% | +51.3% |
| 5Y | +76.9% | +25.8% | +51.1% | +53.5% |
| 10Y | +227.8% | +250.7% | -22.9% | +78.9% |
| All | +733.3% | +2,284.9% | -1,551.6% | +96.6% |
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 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