+42.6%
MAX vs VT
+75.0%
-32.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -6.2% | +0.4% | -6.7% | -6.6% |
| 30D | -2.3% | +1.0% | -3.2% | -3.1% |
| 3M | +39.3% | +2.4% | +36.9% | +36.0% |
| 6M | +17.6% | +12.0% | +5.6% | +4.7% |
| YTD | -6.9% | +15.3% | -22.3% | -19.6% |
| 1Y | +0.6% | +22.6% | -22.0% | -19.0% |
| All | +42.6% | +75.0% | -32.4% | -26.5% |
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 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