-54.5%
VIXM vs VT
+53.2%
-107.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -4.1% | +10.9% | +1.5% |
| 7D | +6.0% | -4.2% | +10.2% | +0.7% |
| 30D | +8.1% | -5.8% | +13.9% | +0.4% |
| 3M | -3.6% | -5.2% | +1.7% | -9.7% |
| 6M | -13.9% | +0.1% | -14.0% | -12.9% |
| YTD | -10.3% | +8.2% | -18.6% | +2.0% |
| 1Y | -16.1% | +10.1% | -26.2% | -2.0% |
| 3Y | -28.1% | +69.7% | -97.8% | +59.7% |
| 5Y | -54.5% | +53.4% | -107.9% | -12.6% |
| All | -54.5% | +53.2% | -107.7% | -12.6% |
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 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