+80.5%
VTV vs S
-70.4%
+151.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | -2.1% | +0.1% | -2.1% | -2.1% |
| 30D | -1.3% | -11.8% | +10.5% | -0.6% |
| 3M | +5.6% | +33.9% | -28.3% | +3.1% |
| 6M | +12.4% | +40.1% | -27.7% | +9.0% |
| YTD | +17.6% | +32.1% | -14.4% | +14.4% |
| 1Y | +23.5% | +11.0% | +12.5% | +21.5% |
| 3Y | +67.0% | +16.9% | +50.1% | +61.3% |
| 5Y | +80.5% | -68.9% | +149.5% | +80.4% |
| All | +80.5% | -70.4% | +151.0% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling