-77.4%
VRM vs VT
+31.1%
-108.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.6% | -5.6% |
| 7D | -16.8% | -0.3% | -16.5% | -16.5% |
| 30D | -22.4% | -1.4% | -21.0% | -21.2% |
| 3M | -0.6% | -1.4% | +0.8% | +0.9% |
| 6M | -47.6% | +5.5% | -53.0% | -51.0% |
| YTD | -64.8% | +12.8% | -77.6% | -69.5% |
| 1Y | -69.3% | +15.4% | -84.7% | -73.9% |
| All | -77.4% | +31.1% | -108.5% | -80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling