+231.8%
VTV vs P
+686.0%
-454.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | +0.5% |
| 7D | -0.4% | -4.7% | +4.3% | 0.0% |
| 30D | +3.9% | -31.4% | +35.3% | +8.4% |
| 3M | +2.6% | -2.6% | +5.2% | +1.7% |
| 6M | +11.5% | +21.9% | -10.4% | +6.2% |
| YTD | +22.3% | +58.9% | -36.7% | +11.2% |
| 1Y | +24.5% | +21.7% | +2.8% | +16.4% |
| 3Y | +78.8% | +193.3% | -114.5% | +37.5% |
| 5Y | +78.6% | +275.1% | -196.5% | +27.6% |
| 10Y | +231.8% | +655.3% | -423.5% | +98.9% |
| All | +231.8% | +686.0% | -454.2% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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