+960.3%
VTI vs FE
+367.2%
+593.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +0.1% | +1.9% | -1.8% | -0.6% |
| 30D | 0.0% | -1.2% | +1.2% | +0.4% |
| 3M | +2.0% | +3.5% | -1.5% | +0.5% |
| 6M | +13.0% | -6.1% | +19.0% | +15.1% |
| YTD | +13.9% | +7.6% | +6.3% | +10.3% |
| 1Y | +20.0% | +11.9% | +8.1% | +14.3% |
| 3Y | +75.8% | +48.4% | +27.4% | +48.4% |
| 5Y | +73.8% | +44.8% | +29.1% | +46.7% |
| 10Y | +297.5% | +115.9% | +181.6% | +173.1% |
| All | +960.3% | +367.2% | +593.1% | +463.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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