+740.0%
VTV vs VO
+825.6%
-85.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.9% | +3.1% | -0.2% | +0.2% |
| 30D | +3.8% | +2.2% | +1.6% | +1.8% |
| 3M | +1.6% | -2.5% | +4.0% | +3.7% |
| 6M | +11.2% | +7.0% | +4.2% | +4.8% |
| YTD | +22.0% | +14.0% | +8.0% | +8.8% |
| 1Y | +24.9% | +15.6% | +9.2% | +10.0% |
| 3Y | +78.5% | +66.2% | +12.3% | +14.5% |
| 5Y | +77.8% | +36.6% | +41.1% | +32.6% |
| 10Y | +231.1% | +199.0% | +32.1% | +22.6% |
| All | +740.0% | +825.6% | -85.6% | +18.5% |
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