+293.9%
VTI vs CMS
+137.8%
+156.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -0.7% | -1.1% | +0.4% | -0.3% |
| 30D | -1.9% | +6.6% | -8.5% | -4.0% |
| 3M | -1.4% | +0.8% | -2.2% | -1.8% |
| 6M | +3.5% | -3.3% | +6.8% | +4.2% |
| YTD | +12.6% | +2.7% | +9.9% | +10.7% |
| 1Y | +12.7% | -4.0% | +16.8% | +13.4% |
| 3Y | +78.8% | +37.6% | +41.2% | +55.2% |
| 5Y | +67.2% | +35.4% | +31.7% | +43.9% |
| 10Y | +293.9% | +136.0% | +157.9% | +208.9% |
| All | +293.9% | +137.8% | +156.1% | +208.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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