+115.9%
VMO vs VT
+374.2%
-258.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | -1.3% | +1.0% | -2.3% | -1.6% |
| 3M | +0.2% | +2.4% | -2.2% | -0.5% |
| 6M | -0.1% | +12.0% | -12.1% | -3.2% |
| YTD | +4.8% | +15.3% | -10.5% | +0.8% |
| 1Y | +12.4% | +22.6% | -10.1% | +6.3% |
| 3Y | +30.6% | +74.7% | -44.1% | +11.7% |
| 5Y | -6.6% | +66.1% | -72.7% | -19.5% |
| 10Y | +15.6% | +225.0% | -209.4% | -18.3% |
| All | +115.9% | +374.2% | -258.3% | +27.0% |
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 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