+14.9%
VTI vs CME
+19.8%
-4.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.2% | +1.7% |
| 7D | -0.6% | +4.8% | -5.4% | -0.1% |
| 30D | -1.0% | +14.2% | -15.1% | +0.3% |
| 3M | -0.8% | +17.9% | -18.7% | +0.9% |
| 6M | +7.1% | +7.2% | -0.2% | +8.0% |
| YTD | +13.4% | +16.7% | -3.3% | +14.8% |
| 1Y | +14.9% | +19.6% | -4.6% | +16.5% |
| All | +14.9% | +19.8% | -4.9% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling