+228.7%
VTV vs SM
+23.0%
+205.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.1% | +4.6% | -5.7% | -1.5% |
| 30D | -1.0% | +18.2% | -19.2% | -2.6% |
| 3M | +4.6% | +22.5% | -17.9% | +2.4% |
| 6M | +13.5% | +50.6% | -37.1% | +8.4% |
| YTD | +18.5% | +108.1% | -89.6% | +9.6% |
| 1Y | +22.9% | +46.0% | -23.1% | +17.1% |
| 3Y | +67.8% | +2.9% | +65.0% | +62.4% |
| 5Y | +81.8% | +112.6% | -30.7% | +61.5% |
| All | +228.7% | +23.0% | +205.7% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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