+20.6%
VTV vs IRE
-85.3%
+105.9%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.8% | +7.1% | -0.6% |
| 7D | -2.1% | +7.9% | -10.0% | -2.2% |
| 30D | -1.3% | +9.3% | -10.6% | -1.6% |
| 3M | +5.6% | -52.3% | +58.0% | +6.0% |
| 6M | +12.4% | -38.5% | +50.9% | +11.7% |
| YTD | +17.6% | -54.8% | +72.5% | +16.6% |
| All | +20.6% | -85.3% | +105.9% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling