+294.5%
VTI vs CAPR
-78.6%
+373.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.6% |
| 7D | -2.0% | -10.6% | +8.5% | -1.9% |
| 30D | -1.9% | +111.2% | -113.1% | -3.1% |
| 3M | +4.5% | -67.2% | +71.8% | +5.1% |
| 6M | +12.6% | -75.1% | +87.7% | +13.5% |
| YTD | +12.0% | -71.2% | +83.2% | +12.6% |
| 1Y | +17.3% | +31.1% | -13.8% | +12.1% |
| 3Y | +75.3% | +31.3% | +44.0% | +63.2% |
| 5Y | +74.0% | +69.4% | +4.6% | +59.5% |
| All | +294.5% | -78.6% | +373.1% | +248.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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