+83.7%
VFMO vs VT
+65.7%
+18.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | -0.1% |
| 7D | -0.5% | -1.1% | +0.6% | +0.8% |
| 30D | -3.3% | -1.0% | -2.3% | -2.1% |
| 3M | -2.6% | +3.2% | -5.8% | -6.0% |
| 6M | +13.4% | +12.5% | +0.9% | -0.9% |
| YTD | +19.9% | +14.1% | +5.9% | +3.3% |
| 1Y | +23.2% | +18.9% | +4.3% | +1.4% |
| 3Y | +96.0% | +74.1% | +21.9% | +7.6% |
| All | +83.7% | +65.7% | +18.0% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling