+289.6%
VTI vs ALM
+2,100.8%
-1,811.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.1% | -0.6% |
| 7D | +2.5% | +1.2% | +1.3% | +2.5% |
| 30D | -1.5% | -19.3% | +17.8% | -1.0% |
| 3M | -3.2% | -40.6% | +37.5% | -1.9% |
| 6M | +2.3% | -57.9% | +60.2% | +4.3% |
| YTD | +11.6% | -6.7% | +18.3% | +11.2% |
| 1Y | +13.8% | +20.2% | -6.4% | +12.5% |
| 3Y | +77.4% | +879.4% | -802.0% | +65.2% |
| 5Y | +64.6% | +415.3% | -350.7% | +54.0% |
| All | +289.6% | +2,100.8% | -1,811.2% | +257.6% |
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