+960.3%
VTI vs AME
+6,325.3%
-5,365.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.1% |
| 7D | +0.1% | +0.6% | -0.5% | -0.2% |
| 30D | 0.0% | -6.7% | +6.7% | +3.6% |
| 3M | +2.0% | +4.1% | -2.1% | -0.4% |
| 6M | +13.0% | +1.6% | +11.4% | +11.3% |
| YTD | +13.9% | +16.1% | -2.2% | +4.4% |
| 1Y | +20.0% | +27.3% | -7.3% | +4.3% |
| 3Y | +75.8% | +50.9% | +24.9% | +37.6% |
| 5Y | +73.8% | +81.4% | -7.5% | +22.9% |
| 10Y | +297.5% | +417.0% | -119.5% | +59.4% |
| All | +960.3% | +6,325.3% | -5,365.0% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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