+75.0%
VTI vs ICE
+40.4%
+34.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.4% |
| 7D | -0.9% | -2.4% | +1.5% | +0.1% |
| 30D | -1.4% | +4.0% | -5.5% | -3.1% |
| 3M | +3.6% | +13.7% | -10.1% | -2.2% |
| 6M | +13.6% | +0.9% | +12.7% | +12.6% |
| YTD | +12.9% | -2.1% | +15.1% | +12.7% |
| 1Y | +17.2% | -9.5% | +26.7% | +21.5% |
| 3Y | +75.7% | +42.1% | +33.6% | +41.6% |
| All | +75.0% | +40.4% | +34.6% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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