+239.0%
VMI vs VT
+217.6%
+21.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.6% |
| 7D | -3.3% | -0.1% | -3.2% | -3.2% |
| 30D | -9.5% | -3.1% | -6.4% | -6.5% |
| 3M | -13.8% | -3.5% | -10.3% | -10.6% |
| 6M | -16.8% | +0.5% | -17.3% | -17.2% |
| YTD | +5.8% | +10.8% | -5.0% | -5.0% |
| 1Y | +3.8% | +11.9% | -8.1% | -7.5% |
| 3Y | +115.0% | +73.0% | +42.0% | +23.0% |
| 5Y | +70.5% | +58.6% | +11.9% | +6.7% |
| 10Y | +239.0% | +219.2% | +19.8% | -0.2% |
| All | +239.0% | +217.6% | +21.3% | -0.2% |
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