-93.2%
MATH vs VT
+158.9%
-252.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.8% | -9.1% |
| 7D | -5.7% | -0.1% | -5.5% | -5.6% |
| 30D | -10.2% | -3.1% | -7.1% | -9.1% |
| 3M | +7.4% | -3.5% | +10.9% | +8.9% |
| 6M | -1.8% | +0.5% | -2.3% | -2.1% |
| YTD | -55.5% | +10.8% | -66.3% | -57.3% |
| 1Y | -64.1% | +11.9% | -76.0% | -65.7% |
| 3Y | -33.8% | +73.0% | -106.7% | -44.6% |
| 5Y | -47.2% | +58.6% | -105.8% | -54.1% |
| All | -93.2% | +158.9% | -252.1% | -95.0% |
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