+250.7%
VTI vs IR
+332.9%
-82.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +2.5% | +2.5% | 0.0% | +1.6% |
| 30D | -1.5% | +9.2% | -10.7% | -4.7% |
| 3M | -3.2% | +0.9% | -4.1% | -3.8% |
| 6M | +2.3% | +19.2% | -16.9% | -4.6% |
| YTD | +11.6% | +7.5% | +4.2% | +6.9% |
| 1Y | +13.8% | +11.7% | +2.0% | +7.3% |
| 3Y | +77.4% | +23.9% | +53.5% | +58.0% |
| 5Y | +64.6% | +46.4% | +18.2% | +35.4% |
| All | +250.7% | +332.9% | -82.2% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling