+80.6%
VTV vs ED
+67.9%
+12.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.1% | -0.8% | -0.3% | -0.9% |
| 30D | -1.0% | -0.4% | -0.6% | -0.9% |
| 3M | +4.6% | +0.5% | +4.2% | +4.4% |
| 6M | +13.5% | -3.1% | +16.6% | +14.2% |
| YTD | +18.5% | +9.8% | +8.7% | +14.9% |
| 1Y | +22.9% | +12.6% | +10.3% | +18.1% |
| 3Y | +67.8% | +31.4% | +36.4% | +50.3% |
| All | +80.6% | +67.9% | +12.7% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling