+291.1%
VTI vs ES
+96.6%
+194.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +3.4% | -1.1% | +4.4% | +3.7% |
| 30D | -2.3% | +8.2% | -10.5% | -4.7% |
| 3M | -2.2% | +0.6% | -2.8% | -2.6% |
| 6M | +3.3% | +6.0% | -2.7% | +1.0% |
| YTD | +12.1% | +9.3% | +2.8% | +8.1% |
| 1Y | +12.2% | +1.1% | +11.1% | +10.5% |
| 3Y | +78.0% | +51.9% | +26.1% | +48.8% |
| 5Y | +65.2% | +6.5% | +58.8% | +56.3% |
| All | +291.1% | +96.6% | +194.5% | +234.2% |
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