+297.8%
VTI vs VMC
+156.6%
+141.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.5% |
| 7D | -0.9% | -3.8% | +2.9% | +0.4% |
| 30D | -1.4% | -9.7% | +8.2% | +1.9% |
| 3M | +3.6% | -9.6% | +13.2% | +6.7% |
| 6M | +13.6% | -4.8% | +18.4% | +14.6% |
| YTD | +12.9% | -10.9% | +23.8% | +15.9% |
| 1Y | +17.2% | -15.6% | +32.8% | +22.4% |
| 3Y | +75.7% | +19.3% | +56.4% | +60.8% |
| 5Y | +75.4% | +48.0% | +27.4% | +47.8% |
| All | +297.8% | +156.6% | +141.2% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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