+960.3%
VTI vs AA
-26.6%
+987.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.2% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | 0.0% | +5.0% | -5.0% | -1.5% |
| 3M | +2.0% | -35.8% | +37.8% | +12.6% |
| 6M | +13.0% | -18.4% | +31.4% | +16.2% |
| YTD | +13.9% | -5.5% | +19.4% | +12.1% |
| 1Y | +20.0% | +61.0% | -41.0% | +2.0% |
| 3Y | +75.8% | +66.2% | +9.6% | +39.3% |
| 5Y | +73.8% | +11.4% | +62.5% | +39.8% |
| 10Y | +297.5% | +116.9% | +180.6% | +113.4% |
| All | +960.3% | -26.6% | +987.0% | +466.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling