+77.4%
VTV vs IR
+46.6%
+30.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +2.3% | +4.3% | -1.9% | +1.0% |
| 30D | +3.8% | +8.1% | -4.3% | +1.1% |
| 3M | +1.7% | +0.7% | +1.0% | +1.2% |
| 6M | +10.9% | +16.6% | -5.7% | +4.8% |
| YTD | +21.7% | +7.8% | +13.9% | +16.9% |
| 1Y | +23.4% | +9.9% | +13.5% | +17.6% |
| 3Y | +78.0% | +25.2% | +52.8% | +56.0% |
| 5Y | +77.4% | +46.8% | +30.6% | +39.0% |
| All | +77.4% | +46.6% | +30.8% | +39.0% |
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