+251.8%
VTI vs IR
+271.9%
-20.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.4% |
| 7D | -2.0% | -3.1% | +1.0% | -1.0% |
| 30D | -1.9% | -14.0% | +12.1% | +3.3% |
| 3M | +4.5% | +3.7% | +0.8% | +2.7% |
| 6M | +12.6% | -15.4% | +28.0% | +18.2% |
| YTD | +12.0% | -7.7% | +19.7% | +13.4% |
| 1Y | +17.3% | -8.8% | +26.2% | +18.9% |
| 3Y | +75.3% | +5.6% | +69.8% | +65.2% |
| 5Y | +74.0% | +34.3% | +39.7% | +48.1% |
| All | +251.8% | +271.9% | -20.1% | +123.5% |
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