+232.9%
VTV vs RF
+334.5%
-101.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -0.7% | -0.1% | -0.5% | -0.6% |
| 30D | -0.5% | -4.0% | +3.5% | +0.9% |
| 3M | +5.3% | +5.6% | -0.3% | +3.2% |
| 6M | +12.9% | +13.1% | -0.2% | +7.8% |
| YTD | +18.5% | +13.6% | +4.9% | +12.6% |
| 1Y | +25.3% | +16.0% | +9.3% | +18.0% |
| 3Y | +68.2% | +90.2% | -22.0% | +30.0% |
| 5Y | +80.6% | +87.0% | -6.3% | +36.2% |
| 10Y | +232.9% | +338.5% | -105.6% | +74.3% |
| All | +232.9% | +334.5% | -101.6% | +74.3% |
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