+246.3%
MANH vs VT
+221.4%
+24.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.1% |
| 7D | -3.8% | +1.0% | -4.8% | -5.0% |
| 30D | +6.5% | -0.2% | +6.7% | +6.9% |
| 3M | +41.6% | +4.5% | +37.0% | +32.0% |
| 6M | +36.4% | +14.1% | +22.3% | +12.1% |
| YTD | +20.0% | +14.8% | +5.2% | -2.4% |
| 1Y | -5.2% | +21.2% | -26.4% | -28.6% |
| 3Y | +3.7% | +76.6% | -72.9% | -52.7% |
| 5Y | +26.2% | +66.6% | -40.4% | -36.7% |
| 10Y | +246.3% | +222.3% | +24.0% | -20.1% |
| All | +246.3% | +221.4% | +24.9% | -20.1% |
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