+297.8%
VTI vs EL
+26.1%
+271.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -0.9% | -6.5% | +5.6% | +0.9% |
| 30D | -1.4% | +11.1% | -12.6% | -4.7% |
| 3M | +3.6% | +10.7% | -7.1% | +0.1% |
| 6M | +13.6% | +6.9% | +6.7% | +9.7% |
| YTD | +12.9% | -6.3% | +19.2% | +11.9% |
| 1Y | +17.2% | +13.5% | +3.8% | +9.0% |
| 3Y | +75.7% | -33.1% | +108.7% | +81.0% |
| 5Y | +75.4% | -68.8% | +144.2% | +138.4% |
| All | +297.8% | +26.1% | +271.6% | +240.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling