+89.0%
VTV vs S
-51.7%
+140.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +2.9% | +2.0% | +0.9% | +2.8% |
| 30D | +3.8% | -2.7% | +6.5% | +3.9% |
| 3M | +1.6% | -6.9% | +8.4% | +1.7% |
| 6M | +11.2% | +38.1% | -26.9% | +8.2% |
| YTD | +22.0% | +48.0% | -26.0% | +17.7% |
| 1Y | +24.9% | +34.5% | -9.6% | +21.2% |
| 3Y | +78.5% | +38.3% | +40.1% | +70.7% |
| 5Y | +77.8% | -70.9% | +148.7% | +74.1% |
| All | +89.0% | -51.7% | +140.8% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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