+297.8%
VTI vs BBWI
-55.0%
+352.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.6% | -0.2% |
| 7D | -0.9% | -4.8% | +3.9% | -0.2% |
| 30D | -1.4% | +3.5% | -4.9% | -2.3% |
| 3M | +3.6% | -0.3% | +3.9% | +3.0% |
| 6M | +13.6% | -5.4% | +19.0% | +13.0% |
| YTD | +12.9% | -4.7% | +17.6% | +11.7% |
| 1Y | +17.2% | -30.5% | +47.7% | +21.0% |
| 3Y | +75.7% | -44.3% | +120.0% | +82.1% |
| 5Y | +75.4% | -66.9% | +142.3% | +91.9% |
| All | +297.8% | -55.0% | +352.7% | +254.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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