+206.1%
VTV vs IR
+332.9%
-126.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +2.9% | +2.5% | +0.4% | +2.1% |
| 30D | +3.8% | +9.2% | -5.4% | +0.7% |
| 3M | +1.6% | +0.9% | +0.6% | +0.9% |
| 6M | +11.2% | +19.2% | -8.0% | +4.2% |
| YTD | +22.0% | +7.5% | +14.5% | +17.3% |
| 1Y | +24.9% | +11.7% | +13.1% | +18.4% |
| 3Y | +78.5% | +23.9% | +54.6% | +59.5% |
| 5Y | +77.8% | +46.4% | +31.4% | +46.9% |
| All | +206.1% | +332.9% | -126.8% | +83.0% |
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 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