+76.4%
VTI vs CEG
+717.5%
-641.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.6% | +6.7% | -6.0% | -0.4% |
| 30D | -1.1% | +11.0% | -12.1% | -2.7% |
| 3M | +3.9% | +19.5% | -15.6% | +0.8% |
| 6M | +14.6% | -5.9% | +20.5% | +14.8% |
| YTD | +13.3% | -15.0% | +28.3% | +14.9% |
| 1Y | +19.2% | +0.6% | +18.5% | +16.9% |
| 3Y | +77.4% | +180.6% | -103.2% | +33.6% |
| All | +76.4% | +717.5% | -641.1% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling