+73.7%
VTI vs SPG
+104.0%
-30.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.5% |
| 7D | -0.4% | -1.7% | +1.3% | +0.3% |
| 30D | -1.6% | -6.3% | +4.7% | +1.1% |
| 3M | +3.6% | -2.4% | +6.0% | +4.3% |
| 6M | +13.0% | +9.6% | +3.4% | +7.9% |
| YTD | +12.7% | +14.2% | -1.5% | +5.4% |
| 1Y | +18.4% | +19.3% | -0.9% | +8.4% |
| 3Y | +76.4% | +106.7% | -30.3% | +23.4% |
| 5Y | +73.7% | +104.2% | -30.5% | +17.0% |
| All | +73.7% | +104.0% | -30.3% | +17.0% |
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