+938.3%
VTI vs RF
+178.1%
+760.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +2.0% |
| 7D | +0.2% | -0.1% | +0.4% | +0.3% |
| 30D | -2.9% | +7.0% | -9.9% | -4.5% |
| 3M | -2.6% | -7.0% | +4.4% | -1.0% |
| 6M | +2.8% | +6.8% | -4.0% | +0.9% |
| YTD | +11.6% | +9.9% | +1.7% | +8.6% |
| 1Y | +13.6% | +21.1% | -7.5% | +8.1% |
| 3Y | +79.9% | +119.6% | -39.8% | +47.1% |
| 5Y | +64.3% | +46.2% | +18.1% | +45.5% |
| 10Y | +291.9% | +261.5% | +30.4% | +168.8% |
| All | +938.3% | +178.1% | +760.2% | +415.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling