-99.9%
VSME vs VT
+76.4%
-176.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.1% | -4.9% |
| 7D | -36.1% | -0.4% | -35.7% | -36.2% |
| 30D | -27.4% | -1.6% | -25.8% | -28.6% |
| 3M | -48.4% | +0.2% | -48.5% | -48.2% |
| 6M | -99.6% | +74.1% | -173.7% | -43.0% |
| YTD | -99.6% | +74.1% | -173.7% | -43.0% |
| 1Y | -99.6% | +74.1% | -173.7% | -43.0% |
| 3Y | -99.3% | +82.5% | -181.8% | -7.5% |
| All | -99.9% | +76.4% | -176.3% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling