+81.7%
VTV vs IP
-17.2%
+98.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.7% |
| 7D | +0.5% | -5.3% | +5.8% | +1.7% |
| 30D | +1.1% | -10.9% | +12.0% | +3.5% |
| 3M | +5.9% | +11.2% | -5.3% | +2.8% |
| 6M | +11.6% | -10.2% | +21.9% | +13.3% |
| YTD | +19.8% | -2.0% | +21.8% | +18.6% |
| 1Y | +26.2% | -19.1% | +45.3% | +30.5% |
| 3Y | +68.5% | +20.9% | +47.6% | +50.3% |
| All | +81.7% | -17.2% | +98.9% | +79.6% |
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 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