+28.0%
MAN vs VT
+345.0%
-317.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | +3.3% |
| 7D | +1.7% | -4.2% | +5.9% | +6.6% |
| 30D | -10.8% | -5.8% | -5.0% | -4.9% |
| 3M | -14.9% | -5.2% | -9.7% | -10.1% |
| 6M | +59.7% | +0.1% | +59.6% | +56.0% |
| YTD | +59.3% | +8.2% | +51.0% | +40.7% |
| 1Y | +63.1% | +10.1% | +53.0% | +41.0% |
| 3Y | -28.0% | +69.7% | -97.7% | -62.7% |
| 5Y | -45.4% | +53.4% | -98.8% | -67.9% |
| 10Y | -18.6% | +219.2% | -237.8% | -79.9% |
| All | +28.0% | +345.0% | -317.0% | -74.6% |
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 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