+302.5%
VTI vs B
+200.3%
+102.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.7% |
| 7D | -0.4% | +1.0% | -1.4% | -0.5% |
| 30D | -1.6% | +9.5% | -11.1% | -2.6% |
| 3M | +3.6% | +14.3% | -10.8% | +1.8% |
| 6M | +13.0% | -1.9% | +14.9% | +12.6% |
| YTD | +12.7% | +4.1% | +8.6% | +11.3% |
| 1Y | +18.4% | +56.1% | -37.7% | +11.8% |
| 3Y | +76.4% | +202.0% | -125.6% | +54.5% |
| 5Y | +73.7% | +158.8% | -85.1% | +52.5% |
| 10Y | +302.5% | +211.9% | +90.6% | +250.8% |
| All | +302.5% | +200.3% | +102.3% | +250.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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