+718.4%
VTV vs SM
+203.5%
+514.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -1.3% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +0.1% | +31.5% | -31.4% | -3.5% |
| 3M | +6.2% | +17.3% | -11.1% | +3.4% |
| 6M | +13.5% | +48.5% | -35.0% | +6.4% |
| YTD | +18.9% | +106.3% | -87.4% | +6.4% |
| 1Y | +25.8% | +47.3% | -21.5% | +17.2% |
| 3Y | +68.7% | -1.4% | +70.2% | +61.8% |
| 5Y | +80.3% | +114.0% | -33.7% | +50.1% |
| 10Y | +226.3% | +12.5% | +213.8% | +123.0% |
| All | +718.4% | +203.5% | +514.8% | +200.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling