+297.8%
VTI vs USFR
+28.1%
+269.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -1.4% | +0.4% | -1.8% | -1.6% |
| 3M | +3.6% | +1.0% | +2.6% | +3.1% |
| 6M | +13.6% | +2.0% | +11.6% | +12.5% |
| YTD | +12.9% | +2.8% | +10.2% | +11.3% |
| 1Y | +17.2% | +4.1% | +13.1% | +14.7% |
| 3Y | +75.7% | +14.1% | +61.5% | +63.9% |
| 5Y | +75.4% | +20.6% | +54.9% | +58.3% |
| All | +297.8% | +28.1% | +269.6% | +248.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling