+80.6%
VTV vs IT
-42.9%
+123.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.3% | -4.5% | 0.0% |
| 7D | -1.1% | -3.7% | +2.6% | -0.6% |
| 30D | -1.0% | +0.1% | -1.1% | -1.2% |
| 3M | +4.6% | +20.7% | -16.0% | +0.7% |
| 6M | +13.5% | +12.0% | +1.5% | +10.0% |
| YTD | +18.5% | -28.8% | +47.3% | +25.0% |
| 1Y | +22.9% | -25.5% | +48.4% | +27.7% |
| 3Y | +67.8% | -48.8% | +116.6% | +87.4% |
| All | +80.6% | -42.9% | +123.6% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 5y: compounded portfolio wealth divided by compounded IT 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…
5y analysis · Full analysis span regression · 6 months rolling