+65.2%
VTI vs CSGP
-63.4%
+128.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.3% |
| 7D | +3.4% | -6.1% | +9.4% | +4.7% |
| 30D | -2.3% | +0.3% | -2.6% | -3.1% |
| 3M | -2.2% | -1.3% | -0.9% | -3.1% |
| 6M | +3.3% | -8.9% | +12.2% | +3.6% |
| YTD | +12.1% | -55.2% | +67.3% | +35.3% |
| 1Y | +12.2% | -56.4% | +68.6% | +36.3% |
| 3Y | +78.0% | -62.2% | +140.2% | +119.7% |
| 5Y | +65.2% | -63.7% | +128.9% | +105.3% |
| All | +65.2% | -63.4% | +128.7% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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