+289.6%
VTI vs Z
-16.5%
+306.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.0% |
| 7D | +2.5% | +0.8% | +1.7% | +2.4% |
| 30D | -1.5% | +5.2% | -6.7% | -2.8% |
| 3M | -3.2% | -17.0% | +13.8% | -0.9% |
| 6M | +2.3% | -22.7% | +25.0% | +5.5% |
| YTD | +11.6% | -56.3% | +68.0% | +25.7% |
| 1Y | +13.8% | -57.7% | +71.4% | +28.6% |
| 3Y | +77.4% | -16.5% | +94.0% | +73.4% |
| 5Y | +64.6% | -53.4% | +118.0% | +69.7% |
| All | +289.6% | -16.5% | +306.0% | +228.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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