+74.0%
VTI vs F
+47.2%
+26.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.7% | +0.5% |
| 7D | +0.6% | +1.2% | -0.5% | +0.3% |
| 30D | -1.1% | +1.2% | -2.3% | -1.5% |
| 3M | +3.9% | -5.7% | +9.6% | +5.1% |
| 6M | +14.6% | +17.9% | -3.3% | +8.6% |
| YTD | +13.3% | +10.4% | +2.9% | +9.0% |
| 1Y | +19.2% | +25.3% | -6.2% | +10.2% |
| 3Y | +77.4% | +37.5% | +39.9% | +54.6% |
| 5Y | +74.0% | +46.5% | +27.5% | +46.4% |
| All | +74.0% | +47.2% | +26.8% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling