+725.0%
VTV vs ED
+543.3%
+181.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.4% |
| 7D | +0.5% | -0.2% | +0.7% | +0.6% |
| 30D | +1.1% | -0.1% | +1.2% | +1.1% |
| 3M | +5.9% | +3.9% | +1.9% | +3.6% |
| 6M | +11.6% | -3.0% | +14.7% | +12.8% |
| YTD | +19.8% | +10.7% | +9.1% | +13.0% |
| 1Y | +26.2% | +13.3% | +12.9% | +17.3% |
| 3Y | +68.5% | +34.5% | +34.0% | +39.8% |
| 5Y | +79.9% | +67.1% | +12.7% | +30.3% |
| 10Y | +229.7% | +103.0% | +126.6% | +98.6% |
| All | +725.0% | +543.3% | +181.7% | +106.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling