+280.3%
VTV vs P
+547.6%
-267.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -0.9% |
| 7D | +2.3% | +17.8% | -15.5% | +0.2% |
| 30D | +3.8% | -29.9% | +33.7% | +7.8% |
| 3M | +1.7% | -1.2% | +2.9% | +0.7% |
| 6M | +10.9% | +32.1% | -21.2% | +4.8% |
| YTD | +21.7% | +64.3% | -42.6% | +10.8% |
| 1Y | +23.4% | +24.3% | -0.9% | +15.5% |
| 3Y | +78.0% | +203.2% | -125.2% | +39.0% |
| 5Y | +77.4% | +290.4% | -213.0% | +29.6% |
| 10Y | +230.4% | +680.9% | -450.5% | +105.7% |
| All | +280.3% | +547.6% | -267.3% | +134.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling