+294.5%
VTI vs ES
+83.3%
+211.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.4% | 0.0% |
| 7D | -2.0% | -3.5% | +1.5% | -1.0% |
| 30D | -1.9% | -3.0% | +1.1% | -1.1% |
| 3M | +4.5% | -0.3% | +4.8% | +4.4% |
| 6M | +12.6% | -5.2% | +17.7% | +13.9% |
| YTD | +12.0% | +4.8% | +7.2% | +9.6% |
| 1Y | +17.3% | +12.7% | +4.6% | +11.4% |
| 3Y | +75.3% | +27.5% | +47.8% | +56.0% |
| 5Y | +74.0% | -4.7% | +78.7% | +71.2% |
| All | +294.5% | +83.3% | +211.2% | +238.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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