+64.6%
VTI vs SPG
+84.0%
-19.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +2.5% | +2.0% | +0.5% | +1.7% |
| 30D | -1.5% | +17.2% | -18.8% | -8.0% |
| 3M | -3.2% | +6.3% | -9.5% | -5.8% |
| 6M | +2.3% | +18.7% | -16.4% | -5.5% |
| YTD | +11.6% | +30.1% | -18.4% | -1.5% |
| 1Y | +13.8% | +32.8% | -19.0% | -0.5% |
| 3Y | +77.4% | +133.6% | -56.2% | +16.3% |
| All | +64.6% | +84.0% | -19.4% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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