+74.0%
VTI vs BP
+139.4%
-65.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -2.0% | +5.7% | -7.8% | -3.1% |
| 30D | -1.9% | +8.1% | -10.0% | -3.5% |
| 3M | +4.5% | +8.6% | -4.1% | +2.6% |
| 6M | +12.6% | +18.1% | -5.5% | +7.8% |
| YTD | +12.0% | +37.6% | -25.6% | +3.0% |
| 1Y | +17.3% | +39.4% | -22.1% | +7.4% |
| 3Y | +75.3% | +40.1% | +35.3% | +57.8% |
| 5Y | +74.0% | +141.3% | -67.3% | +34.1% |
| All | +74.0% | +139.4% | -65.4% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 5y: compounded portfolio wealth divided by compounded BP 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…
5y analysis · Full analysis span regression · 6 months rolling