+433.9%
VTI vs AR
-27.2%
+461.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +0.1% | +2.5% | -2.4% | -0.2% |
| 30D | 0.0% | +14.8% | -14.8% | -1.4% |
| 3M | +2.0% | +6.2% | -4.2% | +1.2% |
| 6M | +13.0% | +4.3% | +8.7% | +12.0% |
| YTD | +13.9% | +14.4% | -0.4% | +11.7% |
| 1Y | +20.0% | +21.3% | -1.3% | +16.6% |
| 3Y | +75.8% | +39.8% | +36.0% | +66.3% |
| 5Y | +73.8% | +142.1% | -68.2% | +53.1% |
| 10Y | +297.5% | +52.0% | +245.4% | +235.3% |
| All | +433.9% | -27.2% | +461.1% | +379.5% |
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