-68.3%
VIXM vs VT
+215.5%
-283.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.6% |
| 7D | +4.6% | -2.3% | +6.9% | +1.7% |
| 30D | +9.3% | -5.0% | +14.3% | +2.4% |
| 3M | -2.2% | -4.9% | +2.7% | -8.2% |
| 6M | -11.8% | -1.5% | -10.3% | -13.0% |
| YTD | -9.2% | +8.5% | -17.7% | +3.7% |
| 1Y | -15.9% | +11.4% | -27.3% | -0.1% |
| 3Y | -25.4% | +70.1% | -95.4% | +73.2% |
| 5Y | -53.9% | +53.7% | -107.7% | +0.9% |
| All | -68.3% | +215.5% | -283.8% | +136.6% |
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