+67.2%
VTI vs STM
-4.7%
+71.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.4% |
| 7D | -0.7% | +1.4% | -2.2% | -1.2% |
| 30D | -1.9% | -8.4% | +6.4% | -0.4% |
| 3M | -1.4% | -15.8% | +14.4% | +1.7% |
| 6M | +3.5% | -22.8% | +26.3% | +6.3% |
| YTD | +12.6% | +79.4% | -66.8% | -9.5% |
| 1Y | +12.7% | +97.0% | -84.2% | -11.8% |
| 3Y | +78.8% | +14.2% | +64.6% | +54.6% |
| 5Y | +67.2% | -4.5% | +71.6% | +44.9% |
| All | +67.2% | -4.7% | +71.9% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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