+740.0%
VTV vs RL
+1,605.1%
-865.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | +2.9% | +2.6% | +0.3% | +2.1% |
| 30D | +3.8% | +2.9% | +0.8% | +2.7% |
| 3M | +1.6% | 0.0% | +1.5% | +1.2% |
| 6M | +11.2% | +17.1% | -5.9% | +5.0% |
| YTD | +22.0% | +10.1% | +11.9% | +16.5% |
| 1Y | +24.9% | +17.3% | +7.6% | +16.9% |
| 3Y | +78.5% | +249.3% | -170.9% | +15.4% |
| 5Y | +77.8% | +240.9% | -163.1% | +11.9% |
| 10Y | +231.1% | +337.3% | -106.2% | +73.4% |
| All | +740.0% | +1,605.1% | -865.1% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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