+80.6%
VTV vs IR
+40.4%
+40.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.3% |
| 7D | -0.7% | -1.9% | +1.2% | -0.1% |
| 30D | -0.5% | -15.0% | +14.6% | +4.7% |
| 3M | +5.3% | -0.4% | +5.7% | +4.9% |
| 6M | +12.9% | -15.0% | +27.9% | +17.9% |
| YTD | +18.5% | -7.1% | +25.5% | +19.5% |
| 1Y | +25.3% | -7.5% | +32.8% | +26.3% |
| 3Y | +68.2% | +6.3% | +61.9% | +55.6% |
| 5Y | +80.6% | +37.3% | +43.3% | +45.2% |
| All | +80.6% | +40.4% | +40.3% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling