+297.8%
VTI vs CG
+314.7%
-17.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.4% |
| 7D | -0.9% | -9.9% | +9.0% | +2.6% |
| 30D | -1.4% | -11.7% | +10.2% | +2.5% |
| 3M | +3.6% | -4.3% | +7.9% | +4.5% |
| 6M | +13.6% | -8.8% | +22.4% | +16.0% |
| YTD | +12.9% | -26.9% | +39.8% | +23.5% |
| 1Y | +17.2% | -35.4% | +52.6% | +33.2% |
| 3Y | +75.7% | +43.0% | +32.6% | +44.1% |
| 5Y | +75.4% | +1.9% | +73.5% | +55.9% |
| All | +297.8% | +314.7% | -17.0% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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