+947.7%
VTI vs ES
+773.7%
+174.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.7% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -1.9% | +6.7% | -8.6% | -4.8% |
| 3M | -1.4% | +0.3% | -1.8% | -1.9% |
| 6M | +3.5% | +7.4% | -3.9% | -0.3% |
| YTD | +12.6% | +8.4% | +4.2% | +7.4% |
| 1Y | +12.7% | +0.6% | +12.1% | +10.4% |
| 3Y | +78.8% | +50.6% | +28.2% | +42.0% |
| 5Y | +67.2% | +4.8% | +62.4% | +54.2% |
| 10Y | +293.9% | +93.1% | +200.8% | +154.2% |
| All | +947.7% | +773.7% | +174.0% | +198.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling