+74.0%
VTI vs CL
+30.0%
+44.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +0.6% | -1.4% | +2.0% | +0.9% |
| 30D | -1.1% | -5.2% | +4.1% | -0.3% |
| 3M | +3.9% | +3.3% | +0.6% | +3.1% |
| 6M | +14.6% | -4.4% | +19.0% | +15.2% |
| YTD | +13.3% | +13.9% | -0.6% | +9.8% |
| 1Y | +19.2% | +7.6% | +11.5% | +16.9% |
| 3Y | +77.4% | +29.6% | +47.8% | +58.8% |
| 5Y | +74.0% | +28.1% | +46.0% | +55.1% |
| All | +74.0% | +30.0% | +44.0% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling