+461.8%
VMI vs VT
+374.2%
+87.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.4% |
| 7D | +1.1% | +0.4% | +0.6% | +0.6% |
| 30D | -3.0% | +1.0% | -4.0% | -4.0% |
| 3M | -11.5% | +2.4% | -13.9% | -13.7% |
| 6M | +7.0% | +12.0% | -5.0% | -5.5% |
| YTD | +20.1% | +15.3% | +4.7% | +2.9% |
| 1Y | +28.4% | +22.6% | +5.8% | +3.2% |
| 3Y | +92.9% | +74.7% | +18.2% | +6.2% |
| 5Y | +105.0% | +66.1% | +38.9% | +18.4% |
| 10Y | +300.2% | +225.0% | +75.2% | +10.6% |
| All | +461.8% | +374.2% | +87.6% | -3.8% |
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