+77.7%
VTV vs ROP
+1.9%
+75.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +2.9% | +0.7% | +2.2% | +2.7% |
| 30D | +3.8% | +28.8% | -25.0% | -4.2% |
| 3M | +1.6% | +21.1% | -19.5% | -4.6% |
| 6M | +11.2% | +52.5% | -41.3% | -4.3% |
| YTD | +22.0% | +8.9% | +13.1% | +19.3% |
| 1Y | +24.9% | +8.2% | +16.7% | +22.5% |
| 3Y | +78.5% | -5.2% | +83.6% | +83.3% |
| All | +77.7% | +1.9% | +75.8% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling