+72.9%
VTV vs RF
+42.5%
+30.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -2.2% | -0.9% | -1.3% | -1.9% |
| 30D | +2.2% | +6.0% | -3.8% | +0.4% |
| 3M | +0.3% | -8.9% | +9.2% | +3.1% |
| 6M | +8.3% | +2.3% | +5.9% | +7.2% |
| YTD | +18.5% | +7.6% | +11.0% | +15.1% |
| 1Y | +23.0% | +21.2% | +1.9% | +15.0% |
| 3Y | +72.6% | +108.5% | -35.9% | +34.2% |
| All | +72.9% | +42.5% | +30.4% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling