+73.7%
VTI vs Z
-65.8%
+139.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | -0.4% | -7.1% | +6.7% | +0.8% |
| 30D | -1.6% | -4.8% | +3.2% | -1.0% |
| 3M | +3.6% | -9.3% | +12.9% | +4.7% |
| 6M | +13.0% | -29.0% | +42.0% | +18.7% |
| YTD | +12.7% | -52.9% | +65.6% | +26.6% |
| 1Y | +18.4% | -63.1% | +81.5% | +38.4% |
| 3Y | +76.4% | -36.9% | +113.3% | +81.8% |
| 5Y | +73.7% | -65.5% | +139.2% | +71.3% |
| All | +73.7% | -65.8% | +139.5% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling