-95.9%
VIXM vs VT
+369.5%
-465.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | -3.4% | +0.4% | -3.8% | -2.7% |
| 30D | -7.0% | +1.0% | -8.0% | -5.8% |
| 3M | -13.8% | +2.4% | -16.2% | -10.7% |
| 6M | -16.0% | +12.0% | -28.0% | -0.3% |
| YTD | -13.6% | +15.3% | -28.9% | +7.4% |
| 1Y | -18.8% | +22.6% | -41.4% | +10.7% |
| 3Y | -30.7% | +74.7% | -105.4% | +71.4% |
| 5Y | -56.7% | +66.1% | -122.8% | +8.7% |
| 10Y | -72.0% | +225.0% | -297.0% | +144.3% |
| All | -95.9% | +369.5% | -465.3% | -23.0% |
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