+933.9%
VTI vs VO
+821.9%
+112.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | 0.0% |
| 7D | +0.6% | +0.6% | 0.0% | +0.1% |
| 30D | -1.1% | -1.1% | 0.0% | -0.2% |
| 3M | +3.9% | +4.5% | -0.6% | -0.1% |
| 6M | +14.6% | +11.1% | +3.6% | +4.4% |
| YTD | +13.3% | +13.5% | -0.2% | +1.1% |
| 1Y | +19.2% | +14.5% | +4.7% | +5.5% |
| 3Y | +77.4% | +58.1% | +19.3% | +17.8% |
| 5Y | +74.0% | +43.3% | +30.8% | +26.0% |
| 10Y | +294.6% | +193.2% | +101.4% | +51.4% |
| All | +933.9% | +821.9% | +112.0% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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