+302.5%
VTI vs CP
+224.3%
+78.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | 0.0% |
| 7D | -0.4% | +0.6% | -0.9% | -0.6% |
| 30D | -1.6% | -0.5% | -1.1% | -1.5% |
| 3M | +3.6% | +0.1% | +3.5% | +3.2% |
| 6M | +13.0% | +7.8% | +5.2% | +8.4% |
| YTD | +12.7% | +22.9% | -10.2% | +1.2% |
| 1Y | +18.4% | +21.3% | -2.9% | +6.7% |
| 3Y | +76.4% | +20.4% | +56.1% | +56.2% |
| 5Y | +73.7% | +34.9% | +38.8% | +42.6% |
| 10Y | +302.5% | +233.3% | +69.2% | +115.4% |
| All | +302.5% | +224.3% | +78.2% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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