+732.2%
VTV vs RF
+99.8%
+632.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.4% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +3.1% | +7.0% | -4.0% | +1.4% |
| 3M | +1.8% | -7.0% | +8.9% | +3.6% |
| 6M | +10.9% | +6.8% | +4.1% | +8.9% |
| YTD | +20.9% | +9.9% | +10.9% | +17.6% |
| 1Y | +24.6% | +21.1% | +3.5% | +18.3% |
| 3Y | +78.6% | +119.6% | -41.1% | +44.6% |
| 5Y | +76.4% | +46.2% | +30.2% | +54.8% |
| 10Y | +230.7% | +261.5% | -30.8% | +123.2% |
| All | +732.2% | +99.8% | +632.3% | +435.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling