+25.4%
VTV vs IRE
-97.5%
+122.8%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +12.1% | -11.1% | +0.9% |
| 7D | -0.4% | -15.1% | +14.7% | -0.4% |
| 30D | +3.9% | -71.4% | +75.3% | +4.8% |
| 3M | +2.6% | -81.2% | +83.7% | +3.7% |
| 6M | +11.5% | -93.7% | +105.3% | +13.6% |
| YTD | +22.3% | -92.2% | +114.5% | +22.8% |
| 1Y | +24.5% | -97.3% | +121.8% | +25.8% |
| All | +25.4% | -97.5% | +122.8% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling