+72.9%
VTV vs IP
-12.0%
+84.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -2.2% | -5.1% | +2.9% | -1.1% |
| 30D | +2.2% | +8.5% | -6.3% | +0.4% |
| 3M | +0.3% | -13.8% | +14.1% | +3.3% |
| 6M | +8.3% | +5.7% | +2.5% | +6.0% |
| YTD | +18.5% | -9.1% | +27.7% | +19.1% |
| 1Y | +23.0% | -0.8% | +23.8% | +20.8% |
| 3Y | +72.6% | +14.8% | +57.8% | +54.8% |
| All | +72.9% | -12.0% | +84.9% | +71.4% |
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