+75.7%
VTI vs SITM
+452.7%
-377.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | +0.2% |
| 7D | -0.9% | +3.9% | -4.8% | -1.3% |
| 30D | -1.4% | -6.6% | +5.1% | -0.9% |
| 3M | +3.6% | -11.9% | +15.5% | +3.9% |
| 6M | +13.6% | +81.1% | -67.5% | +2.9% |
| YTD | +12.9% | +80.0% | -67.1% | +1.6% |
| 1Y | +17.2% | +145.8% | -128.6% | 0.0% |
| 3Y | +75.7% | +475.9% | -400.2% | +27.1% |
| All | +75.7% | +452.7% | -377.0% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 3y: compounded portfolio wealth divided by compounded SITM 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…
3y analysis · Full analysis span regression · 6 months rolling