+23.5%
VTV vs IR
-8.2%
+31.7%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -2.1% | -3.1% | +1.0% | -1.4% |
| 30D | -1.3% | -14.0% | +12.7% | +1.9% |
| 3M | +5.6% | +3.7% | +1.9% | +4.3% |
| 6M | +12.4% | -15.4% | +27.8% | +16.0% |
| YTD | +17.6% | -7.7% | +25.3% | +18.3% |
| 1Y | +23.5% | -8.8% | +32.3% | +24.2% |
| All | +23.5% | -8.2% | +31.7% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling