+72.9%
VAMO vs VT
+215.5%
-142.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -3.6% | -2.3% | -1.3% | -2.6% |
| 30D | -0.3% | -5.0% | +4.7% | +2.2% |
| 3M | -3.2% | -4.9% | +1.7% | -0.9% |
| 6M | -1.2% | -1.5% | +0.3% | -0.8% |
| YTD | +3.0% | +8.5% | -5.4% | -1.6% |
| 1Y | +7.4% | +11.4% | -4.0% | +1.2% |
| 3Y | +37.7% | +70.1% | -32.4% | +3.7% |
| 5Y | +38.3% | +53.7% | -15.5% | +9.9% |
| All | +72.9% | +215.5% | -142.6% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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