+21.5%
VTV vs IRE
-85.1%
+106.6%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | -1.1% | -4.5% | +3.4% | -1.1% |
| 30D | -1.0% | -7.8% | +6.8% | -1.1% |
| 3M | +4.6% | -60.0% | +64.6% | +5.3% |
| 6M | +13.5% | -48.3% | +61.8% | +13.0% |
| YTD | +18.5% | -54.5% | +73.0% | +17.4% |
| All | +21.5% | -85.1% | +106.6% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling