+11.6%
VTI vs PL
+7.9%
+3.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -0.4% | +5.6% | -6.1% | -0.9% |
| 30D | -3.2% | -16.9% | +13.7% | -2.6% |
| 3M | -2.9% | -38.2% | +35.3% | -1.0% |
| 6M | +2.4% | -63.4% | +65.8% | +6.3% |
| YTD | +11.2% | -27.6% | +38.8% | +12.0% |
| 1Y | +11.6% | +6.6% | +5.0% | +11.1% |
| All | +11.6% | +7.9% | +3.7% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling