+64.3%
VTI vs CB
+102.8%
-38.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | +0.2% | -1.5% | +1.7% | +0.6% |
| 30D | -2.9% | +6.5% | -9.4% | -4.6% |
| 3M | -2.6% | +4.1% | -6.7% | -3.8% |
| 6M | +2.8% | +14.4% | -11.6% | -1.7% |
| YTD | +11.6% | +17.5% | -5.9% | +5.4% |
| 1Y | +13.6% | +27.5% | -13.9% | +4.2% |
| 3Y | +79.9% | +71.6% | +8.3% | +43.3% |
| 5Y | +64.3% | +100.6% | -36.4% | +19.7% |
| All | +64.3% | +102.8% | -38.6% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling