+960.3%
VTI vs STM
+179.1%
+781.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.9% |
| 7D | +0.1% | +5.8% | -5.7% | -1.5% |
| 30D | 0.0% | -1.0% | +1.0% | +0.1% |
| 3M | +2.0% | -33.3% | +35.3% | +12.2% |
| 6M | +13.0% | +57.4% | -44.4% | -5.2% |
| YTD | +13.9% | +102.2% | -88.2% | -11.9% |
| 1Y | +20.0% | +99.6% | -79.6% | -7.7% |
| 3Y | +75.8% | +14.5% | +61.3% | +51.7% |
| 5Y | +73.8% | +21.4% | +52.5% | +42.7% |
| 10Y | +297.5% | +695.0% | -397.5% | +66.4% |
| All | +960.3% | +179.1% | +781.2% | +327.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling