+365.2%
VMI vs VT
+345.0%
+20.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -1.0% |
| 7D | -8.0% | -4.2% | -3.8% | -3.7% |
| 30D | -18.2% | -5.8% | -12.4% | -12.8% |
| 3M | -19.7% | -5.2% | -14.4% | -14.9% |
| 6M | -23.0% | +0.1% | -23.1% | -23.1% |
| YTD | -0.6% | +8.2% | -8.8% | -8.8% |
| 1Y | -2.1% | +10.1% | -12.2% | -11.7% |
| 3Y | +101.6% | +69.7% | +32.0% | +14.2% |
| 5Y | +63.9% | +53.4% | +10.6% | +3.2% |
| 10Y | +250.6% | +219.2% | +31.4% | -1.5% |
| All | +365.2% | +345.0% | +20.2% | -14.7% |
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 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