+938.9%
VTI vs M
+138.0%
+800.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | +2.5% | +7.0% | -4.5% | +1.0% |
| 30D | -1.5% | +8.9% | -10.4% | -3.6% |
| 3M | -3.2% | +4.5% | -7.7% | -4.5% |
| 6M | +2.3% | +36.2% | -33.9% | -5.4% |
| YTD | +11.6% | +15.1% | -3.5% | +6.5% |
| 1Y | +13.8% | +27.4% | -13.7% | +5.8% |
| 3Y | +77.4% | +160.1% | -82.7% | +33.2% |
| 5Y | +64.6% | -1.6% | +66.1% | +44.9% |
| 10Y | +290.6% | -7.7% | +298.3% | +189.9% |
| All | +938.9% | +138.0% | +800.8% | +293.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling