+938.9%
VTI vs O
+1,604.6%
-665.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +2.5% | -0.4% | +2.9% | +2.7% |
| 30D | -1.5% | +7.1% | -8.7% | -4.1% |
| 3M | -3.2% | -5.2% | +2.0% | -1.4% |
| 6M | +2.3% | -1.8% | +4.1% | +2.5% |
| YTD | +11.6% | +9.1% | +2.6% | +7.3% |
| 1Y | +13.8% | +9.7% | +4.1% | +9.1% |
| 3Y | +77.4% | +39.1% | +38.3% | +53.5% |
| 5Y | +64.6% | +8.4% | +56.2% | +55.8% |
| 10Y | +290.6% | +80.2% | +210.4% | +189.0% |
| All | +938.9% | +1,604.6% | -665.7% | +170.5% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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