+228.8%
VTV vs MSCI
+811.9%
-583.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.2% |
| 7D | +2.9% | +3.0% | -0.1% | +2.0% |
| 30D | +3.8% | +17.8% | -14.0% | -1.2% |
| 3M | +1.6% | +15.2% | -13.6% | -2.8% |
| 6M | +11.2% | +16.5% | -5.3% | +5.4% |
| YTD | +22.0% | +16.4% | +5.6% | +14.9% |
| 1Y | +24.9% | +16.8% | +8.1% | +17.5% |
| 3Y | +78.5% | +35.8% | +42.7% | +56.4% |
| 5Y | +77.8% | +7.0% | +70.8% | +63.6% |
| All | +228.8% | +811.9% | -583.1% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling