+195.6%
VFMO vs VT
+145.1%
+50.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | +0.2% |
| 7D | -1.7% | -0.1% | -1.5% | -1.4% |
| 30D | -8.1% | -3.1% | -5.1% | -4.6% |
| 3M | -8.7% | -3.5% | -5.2% | -4.7% |
| 6M | -7.4% | +0.5% | -7.9% | -7.5% |
| YTD | +11.0% | +10.8% | +0.3% | -0.4% |
| 1Y | +10.1% | +11.9% | -1.8% | -2.3% |
| 3Y | +89.2% | +73.0% | +16.2% | +5.0% |
| 5Y | +59.7% | +58.6% | +1.1% | -2.0% |
| All | +195.6% | +145.1% | +50.5% | +13.3% |
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