+938.9%
VTI vs SO
+1,199.4%
-260.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.9% |
| 7D | +2.5% | +1.4% | +1.2% | +1.9% |
| 30D | -1.5% | +4.7% | -6.2% | -3.6% |
| 3M | -3.2% | +1.7% | -4.9% | -4.1% |
| 6M | +2.3% | +2.2% | +0.2% | +0.7% |
| YTD | +11.6% | +10.0% | +1.7% | +5.9% |
| 1Y | +13.8% | +6.0% | +7.7% | +9.6% |
| 3Y | +77.4% | +54.1% | +23.3% | +40.7% |
| 5Y | +64.6% | +79.6% | -15.1% | +19.4% |
| 10Y | +290.6% | +195.5% | +95.1% | +111.7% |
| All | +938.9% | +1,199.4% | -260.5% | +204.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling