+725.0%
VTV vs RF
+110.1%
+614.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +0.5% | +1.3% | -0.8% | +0.2% |
| 30D | +1.1% | -3.6% | +4.7% | +2.0% |
| 3M | +5.9% | +8.1% | -2.2% | +3.7% |
| 6M | +11.6% | +11.5% | +0.2% | +8.4% |
| YTD | +19.8% | +15.6% | +4.2% | +15.1% |
| 1Y | +26.2% | +15.7% | +10.6% | +21.1% |
| 3Y | +68.5% | +86.9% | -18.4% | +41.5% |
| 5Y | +79.9% | +89.8% | -9.9% | +48.0% |
| 10Y | +229.7% | +344.7% | -115.0% | +112.2% |
| All | +725.0% | +110.1% | +614.9% | +424.2% |
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