+938.3%
VTI vs CL
+498.0%
+440.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.0% | +1.8% |
| 7D | +0.2% | +0.5% | -0.3% | 0.0% |
| 30D | -2.9% | +11.6% | -14.5% | -7.9% |
| 3M | -2.6% | +5.6% | -8.2% | -5.4% |
| 6M | +2.8% | +13.2% | -10.4% | -3.9% |
| YTD | +11.6% | +26.9% | -15.3% | -1.9% |
| 1Y | +13.6% | +27.3% | -13.7% | -0.4% |
| 3Y | +79.9% | +39.7% | +40.1% | +46.3% |
| 5Y | +64.3% | +41.3% | +22.9% | +31.1% |
| 10Y | +291.9% | +76.3% | +215.6% | +170.2% |
| All | +938.3% | +498.0% | +440.3% | +276.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling