-76.8%
VRRM vs VT
+184.3%
-261.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.1% | -2.4% | -2.2% |
| 7D | -30.5% | -4.2% | -26.4% | -27.2% |
| 30D | -17.7% | -5.8% | -11.9% | -12.3% |
| 3M | -58.6% | -5.2% | -53.4% | -56.2% |
| 6M | -84.0% | +0.1% | -84.1% | -84.1% |
| YTD | -89.6% | +8.2% | -97.9% | -90.6% |
| 1Y | -89.8% | +10.1% | -99.9% | -91.0% |
| 3Y | -88.4% | +69.7% | -158.0% | -93.8% |
| 5Y | -85.6% | +53.4% | -139.0% | -91.3% |
| All | -76.8% | +184.3% | -261.1% | -92.5% |
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