+59.8%
VTI vs COMP
-17.6%
+77.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.7% | -10.3% | -0.7% |
| 7D | -2.6% | +13.4% | -16.0% | -4.0% |
| 30D | -5.0% | +11.1% | -16.1% | -6.3% |
| 3M | -4.3% | -18.8% | +14.6% | -2.5% |
| 6M | +0.6% | +10.5% | -9.9% | -1.4% |
| YTD | +8.9% | -3.4% | +12.3% | +7.1% |
| 1Y | +11.1% | +19.7% | -8.6% | +6.8% |
| 3Y | +74.5% | +381.6% | -307.1% | +37.7% |
| All | +59.8% | -17.6% | +77.4% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 5y: compounded portfolio wealth divided by compounded COMP 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…
5y analysis · Full analysis span regression · 6 months rolling