+945.0%
VTI vs BG
+1,169.9%
-224.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.3% |
| 7D | -0.9% | +3.1% | -4.0% | -1.7% |
| 30D | -1.4% | +10.2% | -11.7% | -4.0% |
| 3M | +3.6% | -1.7% | +5.3% | +3.5% |
| 6M | +13.6% | +1.0% | +12.6% | +12.3% |
| YTD | +12.9% | +39.9% | -27.0% | +2.4% |
| 1Y | +17.2% | +53.2% | -36.0% | +3.3% |
| 3Y | +75.7% | +16.3% | +59.4% | +63.6% |
| 5Y | +75.4% | +83.9% | -8.4% | +41.5% |
| 10Y | +303.3% | +165.1% | +138.2% | +178.6% |
| All | +945.0% | +1,169.9% | -224.9% | +453.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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