+716.2%
VTV vs IP
+105.8%
+610.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | -2.2% | -5.1% | +2.9% | -0.4% |
| 30D | +2.2% | +8.5% | -6.3% | -0.9% |
| 3M | +0.3% | -13.8% | +14.1% | +5.1% |
| 6M | +8.3% | +5.7% | +2.5% | +4.4% |
| YTD | +18.5% | -9.1% | +27.7% | +18.7% |
| 1Y | +23.0% | -0.8% | +23.8% | +19.1% |
| 3Y | +72.6% | +14.8% | +57.8% | +50.4% |
| 5Y | +73.3% | -11.5% | +84.8% | +63.7% |
| 10Y | +238.2% | +27.9% | +210.3% | +163.5% |
| All | +716.2% | +105.8% | +610.4% | +358.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling