+70.9%
VTI vs SN
+673.1%
-602.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -0.7% | +3.5% | -4.2% | -1.2% |
| 30D | -1.9% | +19.4% | -21.4% | -4.7% |
| 3M | -1.4% | +20.9% | -22.3% | -4.6% |
| 6M | +3.5% | +111.1% | -107.6% | -9.0% |
| YTD | +12.6% | +102.8% | -90.2% | -0.8% |
| 1Y | +12.7% | +146.2% | -133.4% | -3.9% |
| 3Y | +78.8% | +441.4% | -362.6% | +41.4% |
| All | +70.9% | +673.1% | -602.2% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 5y: compounded portfolio wealth divided by compounded SN 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…
5y analysis · Full analysis span regression · 6 months rolling