+75.8%
VTI vs CEG
+678.4%
-602.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -0.9% | -4.8% | +3.9% | -0.2% |
| 30D | -1.4% | +2.3% | -3.8% | -1.9% |
| 3M | +3.6% | +15.6% | -12.0% | +1.0% |
| 6M | +13.6% | -5.0% | +18.6% | +13.6% |
| YTD | +12.9% | -19.0% | +32.0% | +15.4% |
| 1Y | +17.2% | -10.0% | +27.2% | +17.1% |
| 3Y | +75.7% | +163.9% | -88.3% | +33.7% |
| All | +75.8% | +678.4% | -602.6% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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