+1,528.4%
MAR vs VT
+374.2%
+1,154.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.2% |
| 7D | -4.2% | +0.4% | -4.6% | -4.6% |
| 30D | -6.7% | +1.0% | -7.6% | -7.7% |
| 3M | -12.5% | +2.4% | -14.9% | -15.3% |
| 6M | +0.6% | +12.0% | -11.4% | -12.1% |
| YTD | +9.1% | +15.3% | -6.2% | -7.9% |
| 1Y | +26.2% | +22.6% | +3.6% | -0.8% |
| 3Y | +68.2% | +74.7% | -6.5% | -11.2% |
| 5Y | +163.9% | +66.1% | +97.8% | +49.1% |
| 10Y | +420.6% | +225.0% | +195.6% | +43.0% |
| All | +1,528.4% | +374.2% | +1,154.2% | +224.8% |
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