+74.0%
VTI vs MSCI
-10.9%
+84.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | +0.7% |
| 7D | +0.6% | -2.1% | +2.7% | +1.3% |
| 30D | -1.1% | -1.7% | +0.6% | -0.6% |
| 3M | +3.9% | -8.2% | +12.1% | +6.2% |
| 6M | +14.6% | -2.4% | +17.1% | +14.2% |
| YTD | +13.3% | -2.8% | +16.1% | +12.5% |
| 1Y | +19.2% | -2.7% | +21.8% | +17.7% |
| 3Y | +77.4% | +7.3% | +70.1% | +64.7% |
| 5Y | +74.0% | -11.4% | +85.5% | +62.7% |
| All | +74.0% | -10.9% | +84.9% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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