+302.5%
VTI vs F
+80.8%
+221.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.6% |
| 7D | -0.4% | -4.9% | +4.5% | +1.0% |
| 30D | -1.6% | -2.9% | +1.3% | -0.9% |
| 3M | +3.6% | -9.1% | +12.6% | +6.0% |
| 6M | +13.0% | +12.9% | +0.1% | +7.7% |
| YTD | +12.7% | +6.1% | +6.6% | +9.1% |
| 1Y | +18.4% | +22.5% | -4.1% | +9.2% |
| 3Y | +76.4% | +32.1% | +44.4% | +53.9% |
| 5Y | +73.7% | +43.7% | +30.0% | +40.5% |
| 10Y | +302.5% | +84.1% | +218.4% | +158.7% |
| All | +302.5% | +80.8% | +221.7% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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