+24.9%
VTV vs M
+24.3%
+0.6%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | +2.9% | +7.0% | -4.1% | +2.0% |
| 30D | +3.8% | +8.9% | -5.1% | +2.7% |
| 3M | +1.6% | +4.5% | -2.9% | +0.9% |
| 6M | +11.2% | +36.2% | -25.0% | +6.6% |
| YTD | +22.0% | +15.1% | +6.9% | +19.1% |
| 1Y | +24.9% | +27.4% | -2.6% | +19.2% |
| All | +24.9% | +24.3% | +0.6% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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