+80.6%
VTV vs SITM
+187.3%
-106.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.8% | +0.3% |
| 7D | -1.1% | +3.9% | -5.0% | -1.4% |
| 30D | -1.0% | -6.6% | +5.6% | -0.7% |
| 3M | +4.6% | -11.9% | +16.5% | +4.8% |
| 6M | +13.5% | +81.1% | -67.6% | +6.0% |
| YTD | +18.5% | +80.0% | -61.5% | +10.2% |
| 1Y | +22.9% | +145.8% | -122.9% | +10.4% |
| 3Y | +67.8% | +475.9% | -408.0% | +33.2% |
| All | +80.6% | +187.3% | -106.6% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling