-78.5%
VRM vs VT
+25.8%
-104.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.1% | -0.6% | -0.6% |
| 7D | -15.5% | -4.2% | -11.3% | -11.7% |
| 30D | -28.7% | -5.8% | -22.9% | -24.2% |
| 3M | -30.0% | -5.2% | -24.8% | -26.1% |
| 6M | -48.3% | +0.1% | -48.4% | -48.9% |
| YTD | -66.4% | +8.2% | -74.7% | -69.7% |
| 1Y | -72.9% | +10.1% | -83.0% | -75.9% |
| All | -78.5% | +25.8% | -104.2% | -80.9% |
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