+297.8%
VTI vs EXC
+158.0%
+139.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.0% |
| 7D | -0.9% | -1.1% | +0.2% | -0.5% |
| 30D | -1.4% | -3.6% | +2.2% | -0.2% |
| 3M | +3.6% | -4.3% | +7.9% | +4.9% |
| 6M | +13.6% | -9.9% | +23.6% | +17.4% |
| YTD | +12.9% | +1.8% | +11.2% | +11.1% |
| 1Y | +17.2% | +2.9% | +14.4% | +14.5% |
| 3Y | +75.7% | +19.1% | +56.6% | +58.5% |
| 5Y | +75.4% | +44.8% | +30.6% | +42.8% |
| All | +297.8% | +158.0% | +139.8% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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