+934.5%
VTI vs M
+141.7%
+792.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -0.4% | +5.0% | -5.5% | -1.6% |
| 30D | -3.2% | +10.6% | -13.9% | -5.6% |
| 3M | -2.9% | +1.6% | -4.5% | -3.7% |
| 6M | +2.4% | +30.8% | -28.5% | -4.5% |
| YTD | +11.2% | +16.9% | -5.7% | +5.7% |
| 1Y | +11.6% | +26.3% | -14.7% | +4.0% |
| 3Y | +76.6% | +158.6% | -82.0% | +32.7% |
| 5Y | +65.3% | +2.1% | +63.2% | +44.4% |
| 10Y | +289.1% | -4.3% | +293.4% | +186.0% |
| All | +934.5% | +141.7% | +792.8% | +290.9% |
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