+198.3%
VTV vs IR
+282.2%
-83.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.3% |
| 7D | +0.3% | +0.6% | -0.3% | +0.1% |
| 30D | +0.1% | -13.6% | +13.8% | +4.9% |
| 3M | +6.2% | +3.7% | +2.5% | +4.5% |
| 6M | +13.5% | -13.1% | +26.5% | +17.7% |
| YTD | +18.9% | -5.1% | +24.0% | +19.3% |
| 1Y | +25.8% | -6.5% | +32.3% | +26.5% |
| 3Y | +68.7% | +8.5% | +60.2% | +57.6% |
| 5Y | +80.3% | +43.3% | +37.0% | +50.2% |
| All | +198.3% | +282.2% | -83.9% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling