+797.0%
VTI vs ICE
+2,260.0%
-1,462.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -0.4% | -0.9% | +0.5% | -0.1% |
| 30D | -1.6% | +4.0% | -5.5% | -2.8% |
| 3M | +3.6% | +11.0% | -7.4% | +0.1% |
| 6M | +13.0% | -5.0% | +18.0% | +14.1% |
| YTD | +12.7% | -2.7% | +15.4% | +12.6% |
| 1Y | +18.4% | -8.6% | +27.0% | +20.3% |
| 3Y | +76.4% | +41.4% | +35.1% | +57.1% |
| 5Y | +73.7% | +39.9% | +33.8% | +54.5% |
| 10Y | +302.5% | +214.9% | +87.6% | +186.8% |
| All | +797.0% | +2,260.0% | -1,462.9% | +322.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling