+289.6%
VTI vs SO
+197.2%
+92.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.8% |
| 7D | +2.5% | +1.4% | +1.2% | +2.1% |
| 30D | -1.5% | +4.7% | -6.2% | -3.1% |
| 3M | -3.2% | +1.7% | -4.9% | -3.9% |
| 6M | +2.3% | +2.2% | +0.2% | +1.1% |
| YTD | +11.6% | +10.0% | +1.7% | +7.1% |
| 1Y | +13.8% | +6.0% | +7.7% | +10.5% |
| 3Y | +77.4% | +54.1% | +23.3% | +46.4% |
| 5Y | +64.6% | +79.6% | -15.1% | +26.0% |
| All | +289.6% | +197.2% | +92.4% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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