+344.6%
VTI vs P
+485.4%
-140.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | +0.1% | +6.5% | -6.4% | -1.1% |
| 30D | 0.0% | +18.8% | -18.8% | -3.6% |
| 3M | +2.0% | +26.7% | -24.8% | -3.4% |
| 6M | +13.0% | +62.2% | -49.2% | +1.2% |
| YTD | +13.9% | +48.5% | -34.6% | +3.0% |
| 1Y | +20.0% | +26.4% | -6.4% | +10.0% |
| 3Y | +75.8% | +159.4% | -83.6% | +32.2% |
| 5Y | +73.8% | +275.8% | -201.9% | +18.3% |
| 10Y | +297.5% | +732.0% | -434.5% | +127.4% |
| All | +344.6% | +485.4% | -140.8% | +154.2% |
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