+73.0%
VTI vs SN
+490.7%
-417.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +0.1% | -9.3% | +9.4% | +1.6% |
| 30D | 0.0% | -4.8% | +4.8% | +0.7% |
| 3M | +2.0% | +40.4% | -38.4% | -3.9% |
| 6M | +13.0% | +50.9% | -38.0% | +4.7% |
| YTD | +13.9% | +54.9% | -41.0% | +5.0% |
| 1Y | +20.0% | +43.0% | -23.0% | +11.7% |
| 3Y | +75.8% | +391.8% | -316.0% | +44.9% |
| All | +73.0% | +490.7% | -417.7% | +42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling