+57.7%
VAMO vs VT
+231.4%
-173.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.5% | +0.3% |
| 7D | -2.8% | -4.2% | +1.3% | -1.0% |
| 30D | -0.4% | -5.8% | +5.4% | +2.3% |
| 3M | -3.4% | -5.2% | +1.9% | -1.1% |
| 6M | -1.7% | +0.1% | -1.8% | -2.0% |
| YTD | +3.7% | +8.2% | -4.5% | -0.6% |
| 1Y | +6.8% | +10.1% | -3.3% | +1.6% |
| 3Y | +37.1% | +69.7% | -32.5% | +5.5% |
| 5Y | +39.2% | +53.4% | -14.2% | +12.3% |
| 10Y | +75.7% | +219.2% | -143.5% | +10.6% |
| All | +57.7% | +231.4% | -173.7% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling