+954.4%
VTI vs VMC
+605.1%
+349.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | 0.0% |
| 7D | +0.6% | -0.5% | +1.2% | +0.8% |
| 30D | -1.1% | -9.1% | +8.0% | +2.2% |
| 3M | +3.9% | -4.1% | +8.0% | +4.9% |
| 6M | +14.6% | -5.5% | +20.2% | +16.0% |
| YTD | +13.3% | -8.9% | +22.2% | +15.6% |
| 1Y | +19.2% | -12.9% | +32.1% | +23.3% |
| 3Y | +77.4% | +22.1% | +55.3% | +61.0% |
| 5Y | +74.0% | +52.7% | +21.3% | +44.6% |
| 10Y | +294.6% | +152.7% | +141.9% | +155.8% |
| All | +954.4% | +605.1% | +349.3% | +239.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling