+297.8%
VTI vs SM
+23.0%
+274.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.9% | +4.6% | -5.5% | -1.3% |
| 30D | -1.4% | +18.2% | -19.7% | -3.0% |
| 3M | +3.6% | +22.5% | -18.9% | +1.3% |
| 6M | +13.6% | +50.6% | -37.0% | +8.4% |
| YTD | +12.9% | +108.1% | -95.2% | +4.3% |
| 1Y | +17.2% | +46.0% | -28.8% | +11.6% |
| 3Y | +75.7% | +2.9% | +72.8% | +69.9% |
| 5Y | +75.4% | +112.6% | -37.2% | +56.4% |
| All | +297.8% | +23.0% | +274.8% | +198.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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