+934.5%
VTI vs ES
+762.3%
+172.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -0.4% | +0.9% | -1.3% | -0.9% |
| 30D | -3.2% | +5.9% | -9.2% | -5.8% |
| 3M | -2.9% | -1.0% | -1.9% | -2.8% |
| 6M | +2.4% | +7.2% | -4.8% | -1.3% |
| YTD | +11.2% | +7.0% | +4.2% | +6.7% |
| 1Y | +11.6% | +0.5% | +11.1% | +9.3% |
| 3Y | +76.6% | +48.7% | +27.9% | +40.9% |
| 5Y | +65.3% | +1.9% | +63.3% | +54.4% |
| 10Y | +289.1% | +89.2% | +199.9% | +153.4% |
| All | +934.5% | +762.3% | +172.2% | +196.4% |
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