+938.9%
VTI vs ALL
+1,018.7%
-79.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +2.5% | +5.0% | -2.5% | +0.5% |
| 30D | -1.5% | +13.3% | -14.9% | -6.6% |
| 3M | -3.2% | +3.2% | -6.4% | -4.9% |
| 6M | +2.3% | +25.3% | -23.0% | -8.0% |
| YTD | +11.6% | +30.5% | -18.8% | -1.9% |
| 1Y | +13.8% | +29.2% | -15.4% | +0.3% |
| 3Y | +77.4% | +119.1% | -41.7% | +21.9% |
| 5Y | +64.6% | +162.6% | -98.1% | +1.6% |
| 10Y | +290.6% | +378.8% | -88.2% | +81.7% |
| All | +938.9% | +1,018.7% | -79.8% | +177.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling