+115.2%
MAZE vs VT
+30.7%
+84.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.6% |
| 7D | +0.4% | +2.4% | -1.9% | -1.8% |
| 30D | +30.9% | -1.5% | +32.4% | +32.9% |
| 3M | +24.1% | -4.1% | +28.2% | +29.2% |
| 6M | +27.3% | +0.6% | +26.8% | +26.5% |
| YTD | -17.1% | +11.0% | -28.2% | -25.5% |
| 1Y | +7.8% | +13.3% | -5.5% | -5.3% |
| All | +115.2% | +30.7% | +84.6% | +55.1% |
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