-100.0%
VMAR vs VT
+91.5%
-191.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -4.1% | -4.4% | -4.6% |
| 7D | -15.6% | -4.2% | -11.4% | -11.9% |
| 30D | -13.5% | -5.8% | -7.7% | -8.2% |
| 3M | -16.7% | -5.2% | -11.5% | -12.3% |
| 6M | -95.1% | +0.1% | -95.2% | -95.1% |
| YTD | -99.3% | +8.2% | -107.5% | -99.4% |
| 1Y | -99.9% | +10.1% | -110.0% | -99.9% |
| 3Y | -100.0% | +69.7% | -169.7% | -100.0% |
| 5Y | -100.0% | +53.4% | -153.4% | -100.0% |
| All | -100.0% | +91.5% | -191.5% | -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 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