+64.6%
VTI vs EW
-7.9%
+72.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | +2.5% | +4.9% | -2.4% | +1.4% |
| 30D | -1.5% | +23.9% | -25.5% | -6.4% |
| 3M | -3.2% | +15.8% | -19.0% | -6.6% |
| 6M | +2.3% | +31.7% | -29.3% | -4.4% |
| YTD | +11.6% | +25.7% | -14.1% | +5.2% |
| 1Y | +13.8% | +24.4% | -10.7% | +7.4% |
| 3Y | +77.4% | +65.9% | +11.6% | +47.0% |
| All | +64.6% | -7.9% | +72.5% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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