+25.3%
VTV vs PL
+99.3%
-74.0%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.2% |
| 7D | -0.7% | -13.9% | +13.2% | -0.3% |
| 30D | -0.5% | -25.5% | +25.0% | +0.3% |
| 3M | +5.3% | -44.8% | +50.1% | +6.9% |
| 6M | +12.9% | -33.3% | +46.2% | +13.6% |
| YTD | +18.5% | -12.7% | +31.1% | +17.6% |
| 1Y | +25.3% | +90.9% | -65.6% | +19.9% |
| All | +25.3% | +99.3% | -74.0% | +19.9% |
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