+938.9%
VTI vs BP
+196.4%
+742.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +2.5% | +3.8% | -1.3% | +1.2% |
| 30D | -1.5% | -5.3% | +3.8% | +0.2% |
| 3M | -3.2% | +9.3% | -12.4% | -6.9% |
| 6M | +2.3% | +7.2% | -4.9% | -1.7% |
| YTD | +11.6% | +38.0% | -26.4% | -3.5% |
| 1Y | +13.8% | +33.2% | -19.4% | -0.5% |
| 3Y | +77.4% | +50.3% | +27.1% | +45.1% |
| 5Y | +64.6% | +114.1% | -49.5% | +12.9% |
| 10Y | +290.6% | +140.7% | +149.9% | +133.4% |
| All | +938.9% | +196.4% | +742.5% | +348.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling