+934.5%
VTI vs F
+26.0%
+908.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.2% |
| 7D | -0.4% | +1.0% | -1.4% | -0.7% |
| 30D | -3.2% | +2.1% | -5.4% | -3.8% |
| 3M | -2.9% | -10.3% | +7.3% | -0.5% |
| 6M | +2.4% | +3.3% | -0.9% | +0.3% |
| YTD | +11.2% | -2.0% | +13.2% | +10.0% |
| 1Y | +11.6% | -2.3% | +13.9% | +10.5% |
| 3Y | +76.6% | +49.9% | +26.7% | +51.9% |
| 5Y | +65.3% | -12.5% | +77.7% | +58.3% |
| 10Y | +289.1% | +74.3% | +214.8% | +192.3% |
| All | +934.5% | +26.0% | +908.5% | +554.8% |
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