+733.3%
VTV vs FE
+235.8%
+497.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | 0.0% | -0.5% | +0.6% | +0.3% |
| 30D | +3.2% | +4.3% | -1.1% | +1.4% |
| 3M | +1.7% | +0.4% | +1.3% | +1.4% |
| 6M | +11.0% | +6.9% | +4.1% | +7.7% |
| YTD | +21.0% | +8.0% | +13.0% | +16.6% |
| 1Y | +24.3% | +4.8% | +19.4% | +21.1% |
| 3Y | +76.9% | +49.0% | +28.0% | +46.9% |
| 5Y | +76.9% | +46.2% | +30.7% | +46.3% |
| 10Y | +227.8% | +120.9% | +106.9% | +112.9% |
| All | +733.3% | +235.8% | +497.5% | +351.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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