+73.7%
VTI vs M
+22.2%
+51.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.6% | +0.1% |
| 7D | -0.4% | -4.1% | +3.7% | +0.3% |
| 30D | -1.6% | -13.6% | +12.0% | +0.7% |
| 3M | +3.6% | -2.3% | +5.8% | +3.6% |
| 6M | +13.0% | +21.9% | -8.9% | +8.7% |
| YTD | +12.7% | -0.6% | +13.3% | +11.7% |
| 1Y | +18.4% | +29.7% | -11.4% | +11.8% |
| 3Y | +76.4% | +107.3% | -30.8% | +46.3% |
| 5Y | +73.7% | +20.5% | +53.2% | +55.3% |
| All | +73.7% | +22.2% | +51.5% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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