+228.7%
VTV vs ROP
+135.6%
+93.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.1% | -4.6% | +3.5% | +1.0% |
| 30D | -1.0% | -1.7% | +0.7% | -0.4% |
| 3M | +4.6% | +17.1% | -12.4% | -3.6% |
| 6M | +13.5% | +10.9% | +2.7% | +6.7% |
| YTD | +18.5% | -12.1% | +30.6% | +24.0% |
| 1Y | +22.9% | -24.2% | +47.1% | +38.3% |
| 3Y | +67.8% | -20.4% | +88.2% | +81.7% |
| 5Y | +81.8% | -15.4% | +97.2% | +87.4% |
| All | +228.7% | +135.6% | +93.1% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling