+87.4%
VTI vs PL
+84.9%
+2.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.2% |
| 7D | +0.1% | -9.3% | +9.4% | +0.9% |
| 30D | 0.0% | -18.9% | +18.9% | +1.8% |
| 3M | +2.0% | -58.4% | +60.4% | +9.1% |
| 6M | +13.0% | -30.3% | +43.3% | +14.0% |
| YTD | +13.9% | -8.1% | +22.1% | +11.4% |
| 1Y | +20.0% | +180.5% | -160.5% | +3.0% |
| 3Y | +75.8% | +444.1% | -368.3% | +31.8% |
| 5Y | +73.8% | +83.0% | -9.2% | +35.3% |
| All | +87.4% | +84.9% | +2.5% | +45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling