-100.0%
VMAR vs VT
+75.0%
-175.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +13.5% | +0.4% | +13.1% | +13.1% |
| 30D | +30.6% | +1.0% | +29.6% | +29.3% |
| 3M | -79.3% | +2.4% | -81.7% | -79.9% |
| 6M | -96.5% | +12.0% | -108.5% | -96.9% |
| YTD | -98.9% | +15.3% | -114.3% | -99.1% |
| 1Y | -99.8% | +22.6% | -122.4% | -99.9% |
| All | -100.0% | +75.0% | -175.0% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling