-35.5%
MATH vs VT
+53.2%
-88.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +2.2% |
| 7D | +4.5% | -4.2% | +8.7% | +6.3% |
| 30D | -3.2% | -5.8% | +2.6% | -0.8% |
| 3M | +13.1% | -5.2% | +18.3% | +15.6% |
| 6M | -1.4% | +0.1% | -1.5% | -1.6% |
| YTD | -50.2% | +8.2% | -58.5% | -51.8% |
| 1Y | -61.0% | +10.1% | -71.1% | -62.4% |
| 3Y | -27.4% | +69.7% | -97.1% | -33.9% |
| 5Y | -35.5% | +53.4% | -88.9% | -25.0% |
| All | -35.5% | +53.2% | -88.7% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling