+251.7%
VTV vs PR
+169.5%
+82.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.1% |
| 7D | +0.5% | +2.9% | -2.4% | +0.3% |
| 30D | +1.1% | +18.0% | -16.9% | 0.0% |
| 3M | +5.9% | +16.9% | -11.0% | +4.7% |
| 6M | +11.6% | +28.2% | -16.6% | +9.5% |
| YTD | +19.8% | +69.3% | -49.5% | +15.3% |
| 1Y | +26.2% | +69.5% | -43.3% | +21.4% |
| 3Y | +68.5% | +81.7% | -13.2% | +60.1% |
| 5Y | +79.9% | +422.2% | -342.4% | +58.9% |
| 10Y | +229.7% | +110.4% | +119.3% | +211.8% |
| All | +251.7% | +169.5% | +82.2% | +230.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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