+226.3%
VTV vs ED
+109.0%
+117.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -2.1% | -1.9% | -0.2% | -1.4% |
| 30D | -1.3% | +0.1% | -1.4% | -1.4% |
| 3M | +5.6% | 0.0% | +5.6% | +5.5% |
| 6M | +12.4% | -2.5% | +14.9% | +13.0% |
| YTD | +17.6% | +10.1% | +7.5% | +13.1% |
| 1Y | +23.5% | +13.6% | +9.9% | +17.1% |
| 3Y | +67.0% | +32.4% | +34.6% | +47.0% |
| 5Y | +80.5% | +69.9% | +10.7% | +42.6% |
| All | +226.3% | +109.0% | +117.3% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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