+80.6%
VTV vs M
+22.2%
+58.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.2% |
| 7D | -0.7% | -4.1% | +3.4% | -0.2% |
| 30D | -0.5% | -13.6% | +13.1% | +1.3% |
| 3M | +5.3% | -2.3% | +7.6% | +5.3% |
| 6M | +12.9% | +21.9% | -9.0% | +9.6% |
| YTD | +18.5% | -0.6% | +19.1% | +17.8% |
| 1Y | +25.3% | +29.7% | -4.4% | +20.1% |
| 3Y | +68.2% | +107.3% | -39.1% | +46.6% |
| 5Y | +80.6% | +20.5% | +60.2% | +64.1% |
| All | +80.6% | +22.2% | +58.4% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling