+960.3%
VTI vs BP
+180.9%
+779.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +0.1% | +3.9% | -3.8% | -1.4% |
| 30D | 0.0% | +7.6% | -7.6% | -2.8% |
| 3M | +2.0% | +0.7% | +1.3% | +1.0% |
| 6M | +13.0% | +15.5% | -2.5% | +5.4% |
| YTD | +13.9% | +30.8% | -16.9% | +0.9% |
| 1Y | +20.0% | +34.3% | -14.3% | +4.8% |
| 3Y | +75.8% | +35.1% | +40.8% | +50.0% |
| 5Y | +73.8% | +126.8% | -53.0% | +16.6% |
| 10Y | +297.5% | +123.4% | +174.1% | +145.5% |
| All | +960.3% | +180.9% | +779.4% | +369.1% |
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 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