+954.4%
VTI vs EXC
+388.4%
+565.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +0.6% | +1.2% | -0.6% | +0.2% |
| 30D | -1.1% | -2.7% | +1.6% | -0.1% |
| 3M | +3.9% | -1.0% | +4.9% | +4.0% |
| 6M | +14.6% | -9.3% | +23.9% | +18.4% |
| YTD | +13.3% | +3.6% | +9.7% | +10.6% |
| 1Y | +19.2% | +5.9% | +13.3% | +15.0% |
| 3Y | +77.4% | +21.3% | +56.1% | +58.4% |
| 5Y | +74.0% | +46.2% | +27.9% | +41.8% |
| 10Y | +294.6% | +151.5% | +143.1% | +146.8% |
| All | +954.4% | +388.4% | +565.9% | +373.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling