+715.8%
VTV vs IEF
+100.3%
+615.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.6% |
| 7D | -0.7% | -0.3% | -0.4% | -0.9% |
| 30D | -0.5% | -0.6% | +0.1% | -1.0% |
| 3M | +5.3% | -1.0% | +6.3% | +4.4% |
| 6M | +12.9% | -3.1% | +15.9% | +9.8% |
| YTD | +18.5% | -1.9% | +20.3% | +16.5% |
| 1Y | +25.3% | -1.4% | +26.6% | +23.7% |
| 3Y | +68.2% | +9.8% | +58.4% | +82.5% |
| 5Y | +80.6% | -8.8% | +89.5% | +57.0% |
| 10Y | +232.9% | +4.7% | +228.2% | +247.2% |
| All | +715.8% | +100.3% | +615.5% | +1,372.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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