+541.2%
VIOO vs VT
+438.0%
+103.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.4% |
| 7D | -0.1% | +0.4% | -0.5% | -0.6% |
| 30D | -2.4% | +1.0% | -3.3% | -3.3% |
| 3M | +4.0% | +2.4% | +1.7% | +1.3% |
| 6M | +12.4% | +12.0% | +0.4% | -0.5% |
| YTD | +21.5% | +15.3% | +6.1% | +4.2% |
| 1Y | +24.1% | +22.6% | +1.5% | -0.1% |
| 3Y | +49.8% | +74.7% | -24.9% | -16.1% |
| 5Y | +39.7% | +66.1% | -26.4% | -17.3% |
| 10Y | +169.6% | +225.0% | -55.4% | -15.3% |
| All | +541.2% | +438.0% | +103.2% | +33.2% |
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 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