+289.1%
VTI vs CL
+78.1%
+211.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -0.4% | +2.6% | -3.0% | -1.3% |
| 30D | -3.2% | +11.8% | -15.0% | -6.9% |
| 3M | -2.9% | +5.9% | -8.8% | -5.0% |
| 6M | +2.4% | +13.3% | -10.9% | -2.5% |
| YTD | +11.2% | +27.1% | -15.9% | +0.9% |
| 1Y | +11.6% | +28.0% | -16.4% | +0.9% |
| 3Y | +76.6% | +39.4% | +37.2% | +49.2% |
| 5Y | +65.3% | +40.8% | +24.5% | +37.4% |
| 10Y | +289.1% | +84.9% | +204.2% | +188.3% |
| All | +289.1% | +78.1% | +211.0% | +188.3% |
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