+75.3%
VTI vs IR
+5.7%
+69.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.1% |
| 7D | -0.4% | -1.9% | +1.5% | +0.3% |
| 30D | -1.6% | -15.0% | +13.5% | +3.6% |
| 3M | +3.6% | -0.4% | +4.0% | +3.1% |
| 6M | +13.0% | -15.0% | +28.1% | +18.2% |
| YTD | +12.7% | -7.1% | +19.7% | +13.3% |
| 1Y | +18.4% | -7.5% | +25.9% | +18.9% |
| All | +75.3% | +5.7% | +69.6% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling