+27.9%
VTV vs PL
-0.6%
+28.5%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.4% | +7.9% | +1.6% |
| 7D | +1.8% | -11.7% | +13.5% | +2.1% |
| 30D | +6.0% | -27.1% | +33.1% | +6.8% |
| 3M | +3.7% | -44.6% | +48.2% | +5.0% |
| 6M | +13.9% | -67.2% | +81.1% | +16.7% |
| YTD | +22.8% | -35.9% | +58.6% | +23.3% |
| 1Y | +27.9% | -0.4% | +28.3% | +26.6% |
| All | +27.9% | -0.6% | +28.5% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling