+229.5%
VTV vs ES
+94.9%
+134.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.6% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +3.9% | +6.7% | -2.8% | +1.5% |
| 3M | +2.6% | +0.3% | +2.2% | +2.2% |
| 6M | +11.5% | +7.4% | +4.1% | +8.3% |
| YTD | +22.3% | +8.4% | +13.9% | +17.9% |
| 1Y | +24.5% | +0.6% | +23.9% | +22.7% |
| 3Y | +78.8% | +50.6% | +28.2% | +47.7% |
| 5Y | +78.6% | +4.8% | +73.8% | +69.1% |
| All | +229.5% | +94.9% | +134.6% | +179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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