+73.7%
VTI vs PM
+127.1%
-53.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.6% |
| 7D | -0.4% | -1.2% | +0.8% | -0.2% |
| 30D | -1.6% | -0.2% | -1.4% | -1.6% |
| 3M | +3.6% | +4.9% | -1.3% | +2.5% |
| 6M | +13.0% | +9.0% | +4.0% | +10.8% |
| YTD | +12.7% | +17.8% | -5.1% | +8.7% |
| 1Y | +18.4% | +16.8% | +1.6% | +14.2% |
| 3Y | +76.4% | +125.4% | -49.0% | +37.1% |
| 5Y | +73.7% | +128.7% | -55.0% | +33.2% |
| All | +73.7% | +127.1% | -53.4% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 5y: compounded portfolio wealth divided by compounded PM 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…
5y analysis · Full analysis span regression · 6 months rolling