+74.0%
VTI vs IT
-46.1%
+120.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.7% |
| 7D | -2.0% | -12.7% | +10.7% | +0.8% |
| 30D | -1.9% | -8.9% | +6.9% | -0.3% |
| 3M | +4.5% | +10.1% | -5.6% | +0.8% |
| 6M | +12.6% | +7.3% | +5.3% | +8.3% |
| YTD | +12.0% | -32.4% | +44.4% | +22.3% |
| 1Y | +17.3% | -26.6% | +44.0% | +23.8% |
| 3Y | +75.3% | -51.8% | +127.2% | +107.9% |
| 5Y | +74.0% | -45.6% | +119.6% | +86.3% |
| All | +74.0% | -46.1% | +120.1% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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