+77.4%
VTI vs CMS
+39.2%
+38.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.5% |
| 7D | +2.5% | +1.7% | +0.8% | +2.5% |
| 30D | -1.5% | +6.2% | -7.7% | -1.8% |
| 3M | -3.2% | +0.6% | -3.8% | -3.2% |
| 6M | +2.3% | -1.8% | +4.1% | +2.3% |
| YTD | +11.6% | +3.8% | +7.8% | +11.0% |
| 1Y | +13.8% | -1.8% | +15.5% | +13.8% |
| 3Y | +77.4% | +39.8% | +37.6% | +68.0% |
| All | +77.4% | +39.2% | +38.2% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling