+725.0%
VTV vs M
+94.1%
+630.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.8% |
| 7D | +0.5% | +4.7% | -4.2% | -0.4% |
| 30D | +1.1% | -9.6% | +10.7% | +3.2% |
| 3M | +5.9% | +0.9% | +5.0% | +5.2% |
| 6M | +11.6% | +22.3% | -10.6% | +6.2% |
| YTD | +19.8% | +6.5% | +13.3% | +16.9% |
| 1Y | +26.2% | +38.8% | -12.5% | +16.0% |
| 3Y | +68.5% | +115.9% | -47.4% | +33.2% |
| 5Y | +79.9% | +28.6% | +51.2% | +47.4% |
| 10Y | +229.7% | -2.5% | +232.2% | +139.3% |
| All | +725.0% | +94.1% | +630.9% | +284.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling