+741.9%
VTV vs M
+111.1%
+630.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.2% |
| 7D | -0.4% | -3.3% | +2.9% | +0.2% |
| 30D | +3.9% | +8.1% | -4.2% | +2.0% |
| 3M | +2.6% | +2.2% | +0.3% | +1.7% |
| 6M | +11.5% | +35.1% | -23.6% | +3.7% |
| YTD | +22.3% | +15.8% | +6.4% | +16.8% |
| 1Y | +24.5% | +25.8% | -1.3% | +16.6% |
| 3Y | +78.8% | +156.2% | -77.5% | +36.2% |
| 5Y | +78.6% | -2.4% | +81.0% | +57.5% |
| 10Y | +231.8% | -7.1% | +238.9% | +145.8% |
| All | +741.9% | +111.1% | +630.9% | +283.7% |
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