+302.5%
VTI vs CMS
+116.0%
+186.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -0.4% | +0.2% | -0.5% | -0.4% |
| 30D | -1.6% | -1.3% | -0.3% | -1.2% |
| 3M | +3.6% | -5.4% | +8.9% | +5.2% |
| 6M | +13.0% | -10.3% | +23.4% | +16.6% |
| YTD | +12.7% | -0.2% | +12.9% | +12.0% |
| 1Y | +18.4% | -0.9% | +19.2% | +17.7% |
| 3Y | +76.4% | +34.0% | +42.5% | +54.6% |
| 5Y | +73.7% | +23.6% | +50.1% | +55.2% |
| 10Y | +302.5% | +122.2% | +180.3% | +216.4% |
| All | +302.5% | +116.0% | +186.5% | +216.4% |
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