-100.0%
VMAR price history and return analytics
+96.0%
-196.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.6% |
| 7D | -10.2% | -0.1% | -10.1% | -10.0% |
| 30D | -12.4% | -3.1% | -9.4% | -9.7% |
| 3M | -11.9% | -3.5% | -8.4% | -8.7% |
| 6M | -94.2% | +0.5% | -94.6% | -94.2% |
| YTD | -99.3% | +10.8% | -110.1% | -99.4% |
| 1Y | -99.9% | +11.9% | -111.8% | -99.9% |
| 3Y | -100.0% | +73.0% | -173.0% | -100.0% |
| 5Y | -100.0% | +58.6% | -158.6% | -100.0% |
| All | -100.0% | +96.0% | -196.0% | -100.0% |
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