+60.3%
VTI vs RF
+43.6%
+16.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | -2.6% | -0.9% | -1.7% | -2.3% |
| 30D | -5.0% | +6.0% | -11.0% | -6.9% |
| 3M | -4.3% | -8.9% | +4.6% | -1.3% |
| 6M | +0.6% | +2.3% | -1.8% | -0.7% |
| YTD | +8.9% | +7.6% | +1.3% | +5.3% |
| 1Y | +11.1% | +21.2% | -10.0% | +2.9% |
| 3Y | +74.5% | +108.5% | -34.0% | +30.9% |
| All | +60.3% | +43.6% | +16.7% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling