-92.6%
MATH vs VT
+153.6%
-246.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.6% | -3.4% |
| 7D | +1.1% | -2.3% | +3.4% | +2.0% |
| 30D | -1.0% | -5.0% | +4.0% | +1.1% |
| 3M | +16.8% | -4.9% | +21.6% | +19.1% |
| 6M | -9.0% | -1.5% | -7.5% | -8.6% |
| YTD | -51.9% | +8.5% | -60.4% | -53.5% |
| 1Y | -62.9% | +11.4% | -74.2% | -64.4% |
| 3Y | -32.2% | +70.1% | -102.3% | -42.9% |
| 5Y | -37.7% | +53.7% | -91.4% | -45.1% |
| All | -92.6% | +153.6% | -246.2% | -94.5% |
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