+954.4%
VTI vs EL
+568.0%
+386.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.1% |
| 7D | +0.6% | +1.7% | -1.0% | +0.1% |
| 30D | -1.1% | +15.5% | -16.6% | -6.0% |
| 3M | +3.9% | +20.6% | -16.7% | -2.8% |
| 6M | +14.6% | +10.5% | +4.2% | +8.9% |
| YTD | +13.3% | -1.9% | +15.2% | +10.3% |
| 1Y | +19.2% | +16.1% | +3.1% | +9.0% |
| 3Y | +77.4% | -30.2% | +107.6% | +78.2% |
| 5Y | +74.0% | -67.4% | +141.4% | +124.6% |
| 10Y | +294.6% | +31.2% | +263.4% | +196.7% |
| All | +954.4% | +568.0% | +386.4% | +287.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling