+74.2%
VTI vs MTB
+113.5%
-39.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -2.0% | -0.4% | -1.6% | -1.9% |
| 30D | -1.9% | -4.6% | +2.7% | -0.5% |
| 3M | +4.5% | +7.4% | -2.9% | +2.0% |
| 6M | +12.6% | +18.7% | -6.1% | +6.2% |
| YTD | +12.0% | +21.1% | -9.1% | +4.7% |
| 1Y | +17.3% | +24.1% | -6.7% | +8.6% |
| All | +74.2% | +113.5% | -39.2% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 3y: compounded portfolio wealth divided by compounded MTB 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…
3y analysis · Full analysis span regression · 6 months rolling