+77.7%
VTV vs IP
-13.5%
+91.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | +2.9% | -0.3% | +3.2% | +3.0% |
| 30D | +3.8% | +7.9% | -4.1% | +2.0% |
| 3M | +1.6% | -15.3% | +16.9% | +5.0% |
| 6M | +11.2% | +10.5% | +0.7% | +7.7% |
| YTD | +22.0% | -9.4% | +31.4% | +22.6% |
| 1Y | +24.9% | -4.6% | +29.5% | +23.8% |
| 3Y | +78.5% | +21.2% | +57.2% | +56.7% |
| All | +77.7% | -13.5% | +91.2% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling