+225.5%
VMI vs VT
+221.8%
+3.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.1% |
| 7D | +4.1% | +2.4% | +1.8% | +1.6% |
| 30D | -9.5% | -1.5% | -8.0% | -8.1% |
| 3M | -14.3% | -4.1% | -10.2% | -10.5% |
| 6M | -17.8% | +0.6% | -18.4% | -18.2% |
| YTD | +5.1% | +11.0% | -5.9% | -5.7% |
| 1Y | +6.4% | +13.3% | -6.9% | -6.5% |
| 3Y | +114.5% | +73.4% | +41.1% | +22.4% |
| 5Y | +72.5% | +57.4% | +15.0% | +8.8% |
| All | +225.5% | +221.8% | +3.8% | -6.7% |
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