+302.5%
VTI vs CB
+219.8%
+82.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | -0.4% | -0.5% | +0.2% | -0.2% |
| 30D | -1.6% | -3.1% | +1.5% | -0.4% |
| 3M | +3.6% | +4.2% | -0.6% | +1.3% |
| 6M | +13.0% | +4.7% | +8.3% | +10.0% |
| YTD | +12.7% | +8.8% | +3.9% | +7.6% |
| 1Y | +18.4% | +22.6% | -4.3% | +7.1% |
| 3Y | +76.4% | +70.6% | +5.8% | +35.1% |
| 5Y | +73.7% | +99.4% | -25.7% | +22.1% |
| 10Y | +302.5% | +223.5% | +79.1% | +120.8% |
| All | +302.5% | +219.8% | +82.7% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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