+64.6%
VTI vs AA
-17.9%
+82.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.1% |
| 7D | +2.5% | +0.5% | +2.0% | +2.4% |
| 30D | -1.5% | -0.6% | -0.9% | -1.5% |
| 3M | -3.2% | -19.7% | +16.5% | +0.1% |
| 6M | +2.3% | -41.6% | +43.9% | +10.6% |
| YTD | +11.6% | -24.6% | +36.3% | +14.3% |
| 1Y | +13.8% | +4.9% | +8.9% | +9.6% |
| 3Y | +77.4% | +66.8% | +10.6% | +50.3% |
| All | +64.6% | -17.9% | +82.5% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 5y: compounded portfolio wealth divided by compounded AA 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…
5y analysis · Full analysis span regression · 6 months rolling