+73.7%
VTI vs ALL
+115.1%
-41.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -0.4% | -2.2% | +1.9% | +0.1% |
| 30D | -1.6% | -5.6% | +4.0% | -0.5% |
| 3M | +3.6% | +17.2% | -13.7% | -0.3% |
| 6M | +13.0% | +23.2% | -10.2% | +7.3% |
| YTD | +12.7% | +23.6% | -10.9% | +6.6% |
| 1Y | +18.4% | +29.2% | -10.8% | +10.5% |
| 3Y | +76.4% | +153.8% | -77.4% | +34.4% |
| 5Y | +73.7% | +116.1% | -42.4% | +40.0% |
| All | +73.7% | +115.1% | -41.4% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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