+58.6%
VTI vs AS
+125.3%
-66.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | 0.0% |
| 7D | +3.4% | -3.6% | +7.0% | +4.0% |
| 30D | -2.3% | +3.4% | -5.7% | -2.9% |
| 3M | -2.2% | -8.6% | +6.4% | -0.9% |
| 6M | +3.3% | -10.0% | +13.3% | +4.5% |
| YTD | +12.1% | -19.2% | +31.3% | +14.9% |
| 1Y | +12.2% | -3.8% | +16.0% | +11.7% |
| All | +58.6% | +125.3% | -66.7% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling