+938.9%
VTI vs ON
+1,173.5%
-234.6%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.2% |
| 7D | +2.5% | +12.2% | -9.7% | +0.5% |
| 30D | -1.5% | -3.1% | +1.6% | -1.2% |
| 3M | -3.2% | -12.9% | +9.7% | -1.5% |
| 6M | +2.3% | -38.6% | +40.9% | +8.6% |
| YTD | +11.6% | +31.2% | -19.6% | +3.2% |
| 1Y | +13.8% | +47.6% | -33.9% | +2.9% |
| 3Y | +77.4% | +6.6% | +70.8% | +63.2% |
| 5Y | +64.6% | +21.3% | +43.3% | +43.4% |
| 10Y | +290.6% | +533.3% | -242.8% | +147.8% |
| All | +938.9% | +1,173.5% | -234.6% | +399.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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