+22.9%
VTV vs ROP
-23.7%
+46.6%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.1% | -4.6% | +3.5% | -0.9% |
| 30D | -1.0% | -1.7% | +0.7% | -1.0% |
| 3M | +4.6% | +17.1% | -12.4% | +3.8% |
| 6M | +13.5% | +10.9% | +2.7% | +13.0% |
| YTD | +18.5% | -12.1% | +30.6% | +20.6% |
| 1Y | +22.9% | -24.2% | +47.1% | +26.8% |
| All | +22.9% | -23.7% | +46.6% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling