+274.3%
VTV vs P
+485.4%
-211.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | +0.5% | +6.5% | -6.0% | -0.3% |
| 30D | +1.1% | +18.8% | -17.7% | -1.5% |
| 3M | +5.9% | +26.7% | -20.9% | +1.8% |
| 6M | +11.6% | +62.2% | -50.5% | +3.2% |
| YTD | +19.8% | +48.5% | -28.7% | +11.5% |
| 1Y | +26.2% | +26.4% | -0.2% | +18.5% |
| 3Y | +68.5% | +159.4% | -90.9% | +35.6% |
| 5Y | +79.9% | +275.8% | -195.9% | +32.9% |
| 10Y | +229.7% | +732.0% | -502.3% | +107.1% |
| All | +274.3% | +485.4% | -211.0% | +135.5% |
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