-75.2%
MARO vs VT
+28.1%
-103.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.2% | +8.4% | +8.1% |
| 7D | -4.0% | -2.3% | -1.7% | +1.7% |
| 30D | -35.5% | -5.0% | -30.6% | -26.8% |
| 3M | -41.6% | -4.9% | -36.7% | -33.7% |
| 6M | -50.7% | -1.5% | -49.2% | -47.6% |
| YTD | -40.5% | +8.5% | -49.0% | -47.7% |
| 1Y | -63.7% | +11.4% | -75.1% | -69.7% |
| All | -75.2% | +28.1% | -103.2% | -82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling