+13.8%
VTI vs F
-6.9%
+20.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.5% | -3.1% | +5.6% | +3.0% |
| 30D | -1.5% | 0.0% | -1.6% | -1.6% |
| 3M | -3.2% | -13.2% | +10.0% | -1.2% |
| 6M | +2.3% | -10.2% | +12.5% | +3.2% |
| YTD | +11.6% | -4.9% | +16.6% | +9.5% |
| 1Y | +13.8% | -6.1% | +19.9% | +12.0% |
| All | +13.8% | -6.9% | +20.7% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling