+533.0%
VIOO vs VT
+426.4%
+106.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | -0.4% |
| 7D | +2.3% | -0.3% | +2.6% | +2.6% |
| 30D | +2.8% | -1.4% | +4.3% | +4.4% |
| 3M | -4.5% | -1.4% | -3.2% | -3.2% |
| 6M | +5.7% | +5.5% | +0.2% | -0.4% |
| YTD | +19.9% | +12.8% | +7.1% | +5.2% |
| 1Y | +24.3% | +15.4% | +8.9% | +6.5% |
| 3Y | +59.2% | +76.9% | -17.7% | -12.1% |
| 5Y | +31.3% | +60.4% | -29.1% | -19.4% |
| 10Y | +185.9% | +232.8% | -46.9% | -11.8% |
| All | +533.0% | +426.4% | +106.6% | +34.4% |
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