+83.5%
VTI vs PL
+46.6%
+36.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +14.5% | -12.0% | +1.2% |
| 7D | +0.2% | +10.9% | -10.6% | -0.8% |
| 30D | -2.9% | -16.4% | +13.5% | -1.6% |
| 3M | -2.6% | -39.9% | +37.3% | +1.3% |
| 6M | +2.8% | -63.2% | +66.0% | +10.4% |
| YTD | +11.6% | -27.1% | +38.7% | +10.8% |
| 1Y | +13.6% | +12.2% | +1.5% | +7.5% |
| 3Y | +79.9% | +584.3% | -504.4% | +30.1% |
| 5Y | +64.3% | +37.0% | +27.3% | +30.9% |
| All | +83.5% | +46.6% | +36.9% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling