+319.8%
VTI vs Z
+25.1%
+294.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | 0.0% |
| 7D | +0.1% | -3.0% | +3.1% | +0.6% |
| 30D | 0.0% | -4.2% | +4.2% | +0.5% |
| 3M | +2.0% | -3.7% | +5.7% | +2.1% |
| 6M | +13.0% | -24.5% | +37.5% | +17.3% |
| YTD | +13.9% | -49.3% | +63.2% | +25.7% |
| 1Y | +20.0% | -58.7% | +78.7% | +36.4% |
| 3Y | +75.8% | -34.1% | +109.9% | +79.8% |
| 5Y | +73.8% | -64.5% | +138.4% | +85.6% |
| 10Y | +297.5% | -0.5% | +298.0% | +228.3% |
| All | +319.8% | +25.1% | +294.7% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling