+196.1%
VFMO vs VT
+145.6%
+50.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -0.9% |
| 7D | +3.9% | +2.4% | +1.6% | +1.2% |
| 30D | -4.7% | -1.5% | -3.2% | -2.8% |
| 3M | -10.4% | -4.1% | -6.3% | -5.7% |
| 6M | -8.2% | +0.6% | -8.8% | -8.3% |
| YTD | +11.2% | +11.0% | +0.2% | -0.5% |
| 1Y | +15.5% | +13.3% | +2.2% | +1.1% |
| 3Y | +89.1% | +73.4% | +15.7% | +4.7% |
| 5Y | +58.0% | +57.4% | +0.5% | -2.3% |
| All | +196.1% | +145.6% | +50.4% | +13.2% |
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