+228.7%
VTV vs P
+718.8%
-490.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | +0.1% |
| 7D | -1.1% | -1.3% | +0.2% | -1.0% |
| 30D | -1.0% | -11.9% | +10.8% | +0.4% |
| 3M | +4.6% | +41.6% | -36.9% | -1.0% |
| 6M | +13.5% | +58.1% | -44.6% | +4.9% |
| YTD | +18.5% | +46.5% | -28.0% | +10.0% |
| 1Y | +22.9% | +19.1% | +3.8% | +16.0% |
| 3Y | +67.8% | +150.6% | -82.7% | +33.6% |
| 5Y | +81.8% | +271.8% | -189.9% | +31.0% |
| All | +228.7% | +718.8% | -490.1% | +100.7% |
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