+294.5%
VTI vs ALM
+2,776.7%
-2,482.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.6% | +9.0% | -0.3% |
| 7D | -2.0% | -7.1% | +5.1% | -1.8% |
| 30D | -1.9% | +24.7% | -26.6% | -2.6% |
| 3M | +4.5% | +8.3% | -3.8% | +4.0% |
| 6M | +12.6% | -22.2% | +34.8% | +12.6% |
| YTD | +12.0% | +88.1% | -76.1% | +9.5% |
| 1Y | +17.3% | +272.4% | -255.0% | +12.6% |
| 3Y | +75.3% | +2,004.1% | -1,928.8% | +59.7% |
| 5Y | +74.0% | +915.8% | -841.8% | +60.0% |
| All | +294.5% | +2,776.7% | -2,482.2% | +254.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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