+725.0%
VTV vs VO
+827.2%
-102.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +0.5% | -0.3% | +0.8% | +0.7% |
| 30D | +1.1% | -0.3% | +1.4% | +1.4% |
| 3M | +5.9% | +2.9% | +2.9% | +3.2% |
| 6M | +11.6% | +9.3% | +2.3% | +3.3% |
| YTD | +19.8% | +14.2% | +5.6% | +6.8% |
| 1Y | +26.2% | +15.3% | +11.0% | +11.5% |
| 3Y | +68.5% | +56.2% | +12.2% | +13.9% |
| 5Y | +79.9% | +42.4% | +37.4% | +29.4% |
| 10Y | +229.7% | +194.7% | +34.9% | +23.6% |
| All | +725.0% | +827.2% | -102.2% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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