+938.3%
VTI vs F
+27.0%
+911.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.8% | +2.3% |
| 7D | +0.2% | -0.6% | +0.9% | +0.4% |
| 30D | -2.9% | +2.9% | -5.8% | -3.7% |
| 3M | -2.6% | -9.5% | +6.9% | -0.4% |
| 6M | +2.8% | +4.0% | -1.3% | +0.5% |
| YTD | +11.6% | -1.3% | +12.8% | +10.2% |
| 1Y | +13.6% | -1.9% | +15.6% | +12.4% |
| 3Y | +79.9% | +53.5% | +26.4% | +53.8% |
| 5Y | +64.3% | -15.1% | +79.4% | +58.6% |
| 10Y | +291.9% | +81.0% | +210.9% | +191.6% |
| All | +938.3% | +27.0% | +911.3% | +555.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling