+127.6%
VTV vs SITM
+4,437.5%
-4,309.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | -0.7% | +3.7% | -4.4% | -1.0% |
| 30D | -0.5% | -14.5% | +14.0% | +0.7% |
| 3M | +5.3% | -10.6% | +15.9% | +5.2% |
| 6M | +12.9% | +65.5% | -52.7% | +5.5% |
| YTD | +18.5% | +67.0% | -48.5% | +10.1% |
| 1Y | +25.3% | +138.6% | -113.3% | +11.6% |
| 3Y | +68.2% | +421.8% | -353.6% | +32.1% |
| 5Y | +80.6% | +172.4% | -91.8% | +41.9% |
| All | +127.6% | +4,437.5% | -4,309.8% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling