+127.7%
VTV vs SITM
+4,789.7%
-4,662.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.8% | +0.2% |
| 7D | -1.1% | +3.9% | -5.0% | -1.4% |
| 30D | -1.0% | -6.6% | +5.6% | -0.6% |
| 3M | +4.6% | -11.9% | +16.5% | +4.8% |
| 6M | +13.5% | +81.1% | -67.6% | +5.3% |
| YTD | +18.5% | +80.0% | -61.5% | +9.4% |
| 1Y | +22.9% | +145.8% | -122.9% | +9.2% |
| 3Y | +67.8% | +475.9% | -408.0% | +30.6% |
| 5Y | +81.8% | +189.2% | -107.4% | +42.2% |
| All | +127.7% | +4,789.7% | -4,662.0% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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