+68.7%
VTV vs M
+120.4%
-51.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.5% |
| 7D | +0.3% | +2.4% | -2.1% | 0.0% |
| 30D | +0.1% | -11.6% | +11.8% | +1.5% |
| 3M | +6.2% | +1.6% | +4.6% | +5.8% |
| 6M | +13.5% | +25.2% | -11.7% | +10.1% |
| YTD | +18.9% | +3.8% | +15.1% | +17.6% |
| 1Y | +25.8% | +36.3% | -10.6% | +20.4% |
| 3Y | +68.7% | +116.3% | -47.6% | +46.1% |
| All | +68.7% | +120.4% | -51.7% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling