+29.1%
VMO vs VT
+221.8%
-192.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -2.0% | +2.4% | -4.3% | -2.6% |
| 30D | +4.1% | -1.5% | +5.6% | +4.5% |
| 3M | -7.9% | -4.1% | -3.8% | -6.9% |
| 6M | -4.9% | +0.6% | -5.5% | -5.2% |
| YTD | -0.5% | +11.0% | -11.5% | -3.6% |
| 1Y | -0.8% | +13.3% | -14.2% | -4.6% |
| 3Y | +28.5% | +73.4% | -44.9% | +8.5% |
| 5Y | -10.5% | +57.4% | -68.0% | -22.7% |
| All | +29.1% | +221.8% | -192.7% | -22.0% |
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 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