+80.3%
VTV vs ES
-2.9%
+83.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +0.3% | +1.4% | -1.1% | -0.1% |
| 30D | +0.1% | -1.2% | +1.3% | +0.4% |
| 3M | +6.2% | +5.0% | +1.2% | +4.7% |
| 6M | +13.5% | -2.8% | +16.3% | +14.0% |
| YTD | +18.9% | +8.6% | +10.3% | +15.7% |
| 1Y | +25.8% | +18.9% | +6.9% | +18.3% |
| 3Y | +68.7% | +32.1% | +36.6% | +51.1% |
| 5Y | +80.3% | -5.1% | +85.4% | +79.5% |
| All | +80.3% | -2.9% | +83.2% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling