+339.3%
VTI vs P
+526.5%
-187.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.2% | +0.5% |
| 7D | -0.7% | -4.7% | +4.0% | -0.1% |
| 30D | -1.9% | -31.4% | +29.5% | +4.1% |
| 3M | -1.4% | -2.6% | +1.2% | -2.4% |
| 6M | +3.5% | +21.9% | -18.5% | -2.9% |
| YTD | +12.6% | +58.9% | -46.3% | -0.5% |
| 1Y | +12.7% | +21.7% | -9.0% | +3.4% |
| 3Y | +78.8% | +193.3% | -114.5% | +30.0% |
| 5Y | +67.2% | +275.1% | -208.0% | +12.7% |
| 10Y | +293.9% | +655.3% | -361.4% | +123.1% |
| All | +339.3% | +526.5% | -187.2% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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