+228.8%
VTV vs RF
+223.4%
+5.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | +2.9% | +1.9% | +1.0% | +2.2% |
| 30D | +3.8% | +7.3% | -3.5% | +1.3% |
| 3M | +1.6% | -7.9% | +9.5% | +4.4% |
| 6M | +11.2% | +10.5% | +0.7% | +7.0% |
| YTD | +22.0% | +9.6% | +12.3% | +17.3% |
| 1Y | +24.9% | +20.3% | +4.6% | +16.2% |
| 3Y | +78.5% | +119.5% | -41.1% | +31.4% |
| 5Y | +77.8% | +48.2% | +29.6% | +45.9% |
| All | +228.8% | +223.4% | +5.4% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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