+938.9%
VTI vs EXC
+414.0%
+524.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.9% |
| 7D | +2.5% | +1.4% | +1.2% | +2.0% |
| 30D | -1.5% | +8.6% | -10.1% | -4.8% |
| 3M | -3.2% | +2.4% | -5.6% | -4.3% |
| 6M | +2.3% | +6.5% | -4.2% | -0.8% |
| YTD | +11.6% | +9.0% | +2.6% | +6.5% |
| 1Y | +13.8% | +4.6% | +9.2% | +10.3% |
| 3Y | +77.4% | +33.5% | +43.9% | +52.2% |
| 5Y | +64.6% | +41.4% | +23.2% | +36.0% |
| 10Y | +290.6% | +204.3% | +86.3% | +126.1% |
| All | +938.9% | +414.0% | +524.9% | +355.9% |
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