+427.5%
VTI vs AR
-29.4%
+457.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.3% | +1.1% |
| 7D | -0.7% | +2.1% | -2.8% | -0.9% |
| 30D | -1.9% | +4.5% | -6.4% | -2.4% |
| 3M | -1.4% | +1.0% | -2.4% | -1.7% |
| 6M | +3.5% | +4.4% | -1.0% | +2.6% |
| YTD | +12.6% | +10.9% | +1.7% | +10.5% |
| 1Y | +12.7% | +8.6% | +4.2% | +10.8% |
| 3Y | +78.8% | +48.5% | +30.3% | +68.1% |
| 5Y | +67.2% | +95.7% | -28.6% | +50.3% |
| 10Y | +293.9% | +55.5% | +238.4% | +231.1% |
| All | +427.5% | -29.4% | +457.0% | +374.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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