+25.8%
VTV vs IP
-21.3%
+47.1%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.6% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +0.1% | -11.2% | +11.4% | +1.6% |
| 3M | +6.2% | +12.3% | -6.1% | +4.4% |
| 6M | +13.5% | -5.2% | +18.7% | +13.9% |
| YTD | +18.9% | -4.0% | +22.8% | +19.0% |
| 1Y | +25.8% | -19.2% | +45.0% | +27.6% |
| All | +25.8% | -21.3% | +47.1% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling