+715.9%
VTV vs CP
+2,164.0%
-1,448.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -1.1% | -2.6% | +1.5% | 0.0% |
| 30D | -1.0% | -3.7% | +2.7% | +0.5% |
| 3M | +4.6% | +0.1% | +4.5% | +4.3% |
| 6M | +13.5% | +7.8% | +5.7% | +9.4% |
| YTD | +18.5% | +21.7% | -3.2% | +8.2% |
| 1Y | +22.9% | +18.6% | +4.3% | +13.3% |
| 3Y | +67.8% | +17.5% | +50.3% | +52.4% |
| 5Y | +81.8% | +35.4% | +46.5% | +52.9% |
| 10Y | +233.0% | +230.2% | +2.8% | +86.4% |
| All | +715.9% | +2,164.0% | -1,448.0% | +97.0% |
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