+2,080.1%
LLY vs VTI
+289.3%
+1,790.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +6.7% | +2.5% | +4.2% | +5.1% |
| 30D | +19.6% | -1.5% | +21.1% | +20.6% |
| 3M | +19.7% | -3.2% | +22.9% | +22.0% |
| 6M | +42.7% | +2.3% | +40.4% | +40.0% |
| YTD | +35.1% | +11.6% | +23.5% | +25.3% |
| 1Y | +42.2% | +13.8% | +28.4% | +30.3% |
| 3Y | +140.8% | +77.4% | +63.4% | +66.3% |
| 5Y | +480.6% | +64.6% | +416.0% | +316.3% |
| All | +2,080.1% | +289.3% | +1,790.8% | +721.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTI.
Daily Out/Under-Performance
Portfolio return minus VTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTI 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 VTI 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