+73.7%
VTI vs CPB
-38.1%
+111.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -0.4% | -8.0% | +7.6% | 0.0% |
| 30D | -1.6% | -2.4% | +0.8% | -1.5% |
| 3M | +3.6% | +0.5% | +3.0% | +3.4% |
| 6M | +13.0% | -10.5% | +23.5% | +13.6% |
| YTD | +12.7% | -17.5% | +30.2% | +13.8% |
| 1Y | +18.4% | -31.0% | +49.4% | +21.2% |
| 3Y | +76.4% | -40.6% | +117.1% | +81.1% |
| 5Y | +73.7% | -37.7% | +111.4% | +77.6% |
| All | +73.7% | -38.1% | +111.8% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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