+297.8%
VTI vs CDE
+61.6%
+236.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.7% |
| 7D | -0.9% | -3.1% | +2.2% | -0.6% |
| 30D | -1.4% | +9.5% | -10.9% | -2.4% |
| 3M | +3.6% | +25.5% | -21.9% | +0.9% |
| 6M | +13.6% | -7.9% | +21.5% | +13.3% |
| YTD | +12.9% | +15.6% | -2.6% | +9.6% |
| 1Y | +17.2% | +34.0% | -16.8% | +11.4% |
| 3Y | +75.7% | +791.9% | -716.2% | +34.9% |
| 5Y | +75.4% | +197.7% | -122.3% | +43.3% |
| All | +297.8% | +61.6% | +236.2% | +203.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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