+64.3%
VTI vs ES
+2.9%
+61.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.6% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | -2.9% | +5.7% | -8.6% | -4.1% |
| 3M | -2.6% | -2.8% | +0.2% | -2.2% |
| 6M | +2.8% | +7.0% | -4.2% | +0.9% |
| YTD | +11.6% | +6.8% | +4.8% | +9.3% |
| 1Y | +13.6% | -0.5% | +14.1% | +12.8% |
| 3Y | +79.9% | +47.2% | +32.7% | +56.4% |
| 5Y | +64.3% | +2.3% | +62.0% | +63.2% |
| All | +64.3% | +2.9% | +61.3% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling