+195.2%
VTV vs IR
+271.9%
-76.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -2.1% | -3.1% | +1.0% | -1.1% |
| 30D | -1.3% | -14.0% | +12.7% | +3.5% |
| 3M | +5.6% | +3.7% | +1.9% | +3.9% |
| 6M | +12.4% | -15.4% | +27.8% | +17.6% |
| YTD | +17.6% | -7.7% | +25.3% | +19.1% |
| 1Y | +23.5% | -8.8% | +32.3% | +25.2% |
| 3Y | +67.0% | +5.6% | +61.4% | +57.3% |
| 5Y | +80.5% | +34.3% | +46.2% | +53.6% |
| All | +195.2% | +271.9% | -76.7% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling