-78.1%
VRRM vs VT
+185.0%
-263.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.8% |
| 7D | -21.8% | -2.3% | -19.5% | -19.9% |
| 30D | -25.0% | -5.0% | -20.0% | -20.8% |
| 3M | -57.2% | -4.9% | -52.3% | -54.9% |
| 6M | -84.7% | -1.5% | -83.2% | -84.5% |
| YTD | -90.2% | +8.5% | -98.7% | -91.2% |
| 1Y | -90.4% | +11.4% | -101.8% | -91.6% |
| 3Y | -88.8% | +70.1% | -158.9% | -94.0% |
| 5Y | -86.4% | +53.7% | -140.1% | -91.8% |
| All | -78.1% | +185.0% | -263.1% | -92.9% |
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