+80.3%
VTV vs RF
+89.9%
-9.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.4% |
| 7D | +0.3% | +2.7% | -2.4% | -0.5% |
| 30D | +0.1% | -3.4% | +3.5% | +1.2% |
| 3M | +6.2% | +6.4% | -0.2% | +4.0% |
| 6M | +13.5% | +13.4% | +0.1% | +8.8% |
| YTD | +18.9% | +14.2% | +4.6% | +13.4% |
| 1Y | +25.8% | +15.7% | +10.1% | +19.3% |
| 3Y | +68.7% | +91.3% | -22.6% | +34.4% |
| 5Y | +80.3% | +89.8% | -9.4% | +39.7% |
| All | +80.3% | +89.9% | -9.6% | +39.7% |
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