+25.3%
VTV vs RF
+15.2%
+10.1%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -0.7% | -0.1% | -0.5% | -0.6% |
| 30D | -0.5% | -4.0% | +3.5% | +0.5% |
| 3M | +5.3% | +5.6% | -0.3% | +3.6% |
| 6M | +12.9% | +13.1% | -0.2% | +8.7% |
| YTD | +18.5% | +13.6% | +4.9% | +13.5% |
| 1Y | +25.3% | +16.0% | +9.3% | +18.2% |
| All | +25.3% | +15.2% | +10.1% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling