+938.9%
VTI vs RL
+1,900.6%
-961.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.1% |
| 7D | +2.5% | +2.6% | -0.1% | +1.7% |
| 30D | -1.5% | +2.9% | -4.5% | -2.5% |
| 3M | -3.2% | 0.0% | -3.2% | -3.5% |
| 6M | +2.3% | +17.1% | -14.8% | -3.4% |
| YTD | +11.6% | +10.1% | +1.5% | +6.8% |
| 1Y | +13.8% | +17.3% | -3.5% | +6.6% |
| 3Y | +77.4% | +249.3% | -171.9% | +16.5% |
| 5Y | +64.6% | +240.9% | -176.3% | +6.1% |
| 10Y | +290.6% | +337.3% | -46.7% | +111.6% |
| All | +938.9% | +1,900.6% | -961.7% | +200.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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