+20.5%
VTV vs Q
+79.8%
-59.2%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.5% |
| 7D | -1.1% | +4.9% | -6.0% | -1.5% |
| 30D | -1.0% | -11.0% | +10.0% | 0.0% |
| 3M | +4.6% | -15.2% | +19.8% | +5.9% |
| 6M | +13.5% | +8.8% | +4.7% | +10.9% |
| YTD | +18.5% | +55.1% | -36.6% | +11.9% |
| All | +20.5% | +79.8% | -59.2% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling