+302.5%
VTI vs CL
+54.1%
+248.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.4% | -2.3% | +1.9% | +0.4% |
| 30D | -1.6% | -5.5% | +3.9% | +0.3% |
| 3M | +3.6% | +0.8% | +2.7% | +2.9% |
| 6M | +13.0% | -4.2% | +17.2% | +14.0% |
| YTD | +12.7% | +13.4% | -0.7% | +6.5% |
| 1Y | +18.4% | +7.1% | +11.3% | +14.0% |
| 3Y | +76.4% | +29.0% | +47.4% | +52.6% |
| 5Y | +73.7% | +28.3% | +45.4% | +48.9% |
| 10Y | +302.5% | +57.3% | +245.2% | +211.0% |
| All | +302.5% | +54.1% | +248.4% | +211.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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