+11.9%
VMBS price history and return analytics
+226.9%
-215.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.7% |
| 7D | -1.2% | -2.0% | +0.8% | -1.1% |
| 30D | -1.2% | -1.4% | +0.2% | -1.2% |
| 3M | -1.3% | +4.7% | -6.1% | -1.6% |
| 6M | -1.9% | +11.4% | -13.3% | -2.6% |
| YTD | -0.9% | +13.1% | -13.9% | -1.6% |
| 1Y | +0.5% | +19.0% | -18.5% | -0.5% |
| 3Y | +14.6% | +73.9% | -59.3% | +10.9% |
| 5Y | +0.6% | +65.4% | -64.8% | -2.9% |
| All | +11.9% | +226.9% | -215.0% | +6.5% |
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