+943.1%
VTI vs CP
+3,253.2%
-2,310.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | +3.4% | +0.9% | +2.5% | +3.0% |
| 30D | -2.3% | +10.3% | -12.6% | -6.2% |
| 3M | -2.2% | +2.3% | -4.4% | -3.3% |
| 6M | +3.3% | +10.7% | -7.4% | -1.5% |
| YTD | +12.1% | +29.3% | -17.2% | -0.3% |
| 1Y | +12.2% | +31.5% | -19.2% | -0.9% |
| 3Y | +78.0% | +36.7% | +41.3% | +52.3% |
| 5Y | +65.2% | +26.8% | +38.4% | +44.1% |
| 10Y | +292.2% | +260.1% | +32.1% | +118.1% |
| All | +943.1% | +3,253.2% | -2,310.1% | +118.6% |
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