+79.7%
VTI vs S
-56.9%
+136.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.9% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -1.9% | -11.8% | +9.9% | -0.5% |
| 3M | +4.5% | +33.9% | -29.4% | -0.2% |
| 6M | +12.6% | +40.1% | -27.5% | +6.2% |
| YTD | +12.0% | +32.1% | -20.1% | +6.2% |
| 1Y | +17.3% | +11.0% | +6.3% | +13.7% |
| 3Y | +75.3% | +16.9% | +58.4% | +64.3% |
| 5Y | +74.0% | -68.9% | +142.9% | +76.0% |
| All | +79.7% | -56.9% | +136.6% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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