+196.5%
VSMV vs VT
+177.3%
+19.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.5% |
| 7D | +3.0% | +2.9% | +0.1% | +0.9% |
| 30D | +3.8% | -2.5% | +6.3% | +5.6% |
| 3M | +3.9% | -3.3% | +7.2% | +6.2% |
| 6M | +5.8% | +1.5% | +4.3% | +4.2% |
| YTD | +14.6% | +11.4% | +3.3% | +5.4% |
| 1Y | +16.7% | +11.9% | +4.8% | +6.8% |
| 3Y | +62.5% | +73.9% | -11.4% | +6.9% |
| 5Y | +67.3% | +57.9% | +9.4% | +17.3% |
| All | +196.5% | +177.3% | +19.2% | +37.5% |
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 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