+934.5%
VTI vs CP
+3,224.5%
-2,290.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.4% | +2.8% | -3.3% | -1.6% |
| 30D | -3.2% | +11.0% | -14.3% | -7.4% |
| 3M | -2.9% | +3.8% | -6.8% | -4.6% |
| 6M | +2.4% | +9.5% | -7.1% | -1.9% |
| YTD | +11.2% | +28.2% | -17.0% | -0.8% |
| 1Y | +11.6% | +33.0% | -21.4% | -1.9% |
| 3Y | +76.6% | +35.5% | +41.0% | +51.6% |
| 5Y | +65.3% | +25.8% | +39.5% | +44.6% |
| 10Y | +289.1% | +250.7% | +38.3% | +118.6% |
| All | +934.5% | +3,224.5% | -2,290.0% | +117.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling