+719.1%
VTI vs PM
+837.3%
-118.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.9% |
| 7D | +2.5% | +0.5% | +2.0% | +2.3% |
| 30D | -1.5% | -3.2% | +1.7% | -0.4% |
| 3M | -3.2% | +6.2% | -9.4% | -6.1% |
| 6M | +2.3% | +7.7% | -5.4% | -2.0% |
| YTD | +11.6% | +27.3% | -15.6% | -1.6% |
| 1Y | +13.8% | +32.8% | -19.0% | -1.9% |
| 3Y | +77.4% | +150.0% | -72.6% | +8.8% |
| 5Y | +64.6% | +164.2% | -99.7% | -3.7% |
| 10Y | +290.6% | +265.7% | +24.9% | +79.1% |
| All | +719.1% | +837.3% | -118.2% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling