+73.7%
VTI vs SO
+57.7%
+16.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -1.6% | -2.5% | +0.9% | -1.1% |
| 3M | +3.6% | -4.2% | +7.7% | +4.3% |
| 6M | +13.0% | -7.7% | +20.7% | +14.6% |
| YTD | +12.7% | +3.8% | +8.9% | +11.1% |
| 1Y | +18.4% | +0.1% | +18.3% | +17.6% |
| 3Y | +76.4% | +44.2% | +32.2% | +53.6% |
| 5Y | +73.7% | +57.9% | +15.8% | +47.3% |
| All | +73.7% | +57.7% | +16.0% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling