+381.2%
MANH vs VT
+224.4%
+156.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.9% |
| 7D | -0.6% | -0.7% | +0.1% | 0.0% |
| 30D | +18.8% | -1.7% | +20.6% | +21.0% |
| 3M | +32.6% | -2.3% | +34.9% | +35.8% |
| 6M | +87.9% | +1.5% | +86.4% | +80.4% |
| YTD | +49.4% | +12.0% | +37.3% | +24.3% |
| 1Y | +47.8% | +12.9% | +34.9% | +21.6% |
| 3Y | +20.8% | +74.9% | -54.2% | -45.2% |
| 5Y | +49.0% | +59.9% | -10.9% | -22.0% |
| 10Y | +381.2% | +224.6% | +156.5% | +4.7% |
| All | +381.2% | +224.4% | +156.8% | +4.7% |
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