+73.7%
VTI vs CP
+30.0%
+43.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.1% |
| 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% | +8.9% |
| YTD | +12.7% | +22.9% | -10.2% | +2.4% |
| 1Y | +18.4% | +21.3% | -2.9% | +7.9% |
| 3Y | +76.4% | +20.4% | +56.1% | +57.6% |
| 5Y | +73.7% | +34.9% | +38.8% | +42.4% |
| All | +73.7% | +30.0% | +43.7% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling