+89.9%
VTV vs PL
+84.9%
+5.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | -0.2% |
| 7D | +0.5% | -9.3% | +9.8% | +1.0% |
| 30D | +1.1% | -18.9% | +20.0% | +2.2% |
| 3M | +5.9% | -58.4% | +64.3% | +10.4% |
| 6M | +11.6% | -30.3% | +41.9% | +12.2% |
| YTD | +19.8% | -8.1% | +27.9% | +18.0% |
| 1Y | +26.2% | +180.5% | -154.3% | +14.5% |
| 3Y | +68.5% | +444.1% | -375.7% | +39.5% |
| 5Y | +79.9% | +83.0% | -3.2% | +50.6% |
| All | +89.9% | +84.9% | +5.0% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling