+736.0%
VTI vs PM
+752.6%
-16.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | +0.5% |
| 7D | +0.1% | -4.9% | +5.0% | +2.2% |
| 30D | 0.0% | -3.4% | +3.4% | +1.3% |
| 3M | +2.0% | +5.2% | -3.2% | -0.9% |
| 6M | +13.0% | +3.7% | +9.2% | +9.4% |
| YTD | +13.9% | +15.8% | -1.8% | +4.8% |
| 1Y | +20.0% | +17.4% | +2.6% | +9.0% |
| 3Y | +75.8% | +116.9% | -41.1% | +15.1% |
| 5Y | +73.8% | +117.3% | -43.5% | +11.7% |
| 10Y | +297.5% | +193.8% | +103.7% | +104.5% |
| All | +736.0% | +752.6% | -16.6% | +102.9% |
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