+302.5%
VTI vs RF
+334.5%
-32.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -0.4% | -0.1% | -0.2% | -0.3% |
| 30D | -1.6% | -4.0% | +2.4% | -0.3% |
| 3M | +3.6% | +5.6% | -2.0% | +1.5% |
| 6M | +13.0% | +13.1% | 0.0% | +8.1% |
| YTD | +12.7% | +13.6% | -0.9% | +7.3% |
| 1Y | +18.4% | +16.0% | +2.4% | +11.7% |
| 3Y | +76.4% | +90.2% | -13.8% | +38.1% |
| 5Y | +73.7% | +87.0% | -13.3% | +33.8% |
| 10Y | +302.5% | +338.5% | -36.0% | +122.4% |
| All | +302.5% | +334.5% | -32.0% | +122.4% |
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