+75.3%
VTI vs CEG
+175.4%
-100.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.3% |
| 7D | -0.4% | +1.3% | -1.7% | -0.5% |
| 30D | -1.6% | +8.8% | -10.4% | -2.7% |
| 3M | +3.6% | +17.0% | -13.4% | +1.3% |
| 6M | +13.0% | -8.7% | +21.7% | +13.7% |
| YTD | +12.7% | -16.4% | +29.1% | +14.3% |
| 1Y | +18.4% | -1.8% | +20.1% | +16.9% |
| All | +75.3% | +175.4% | -100.1% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling