-63.3%
MATH vs VT
+13.3%
-76.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.1% | +4.9% | +5.2% |
| 7D | -4.8% | -0.7% | -4.1% | -4.5% |
| 30D | -8.3% | -1.7% | -6.6% | -7.4% |
| 3M | +10.2% | -2.3% | +12.6% | +11.7% |
| 6M | -1.0% | +1.5% | -2.5% | -3.1% |
| YTD | -52.9% | +12.0% | -64.9% | -56.4% |
| 1Y | -63.3% | +12.9% | -76.2% | -65.9% |
| All | -63.3% | +13.3% | -76.6% | -65.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling