+289.1%
VTI vs RF
+248.4%
+40.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -0.4% | +0.3% | -0.8% | -0.5% |
| 30D | -3.2% | +6.2% | -9.4% | -5.2% |
| 3M | -2.9% | -7.8% | +4.9% | -0.4% |
| 6M | +2.4% | +5.9% | -3.5% | +0.1% |
| YTD | +11.2% | +9.0% | +2.1% | +7.2% |
| 1Y | +11.6% | +19.3% | -7.7% | +4.3% |
| 3Y | +76.6% | +116.4% | -39.9% | +32.7% |
| 5Y | +65.3% | +46.0% | +19.2% | +38.2% |
| 10Y | +289.1% | +239.8% | +49.3% | +141.0% |
| All | +289.1% | +248.4% | +40.7% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling