-83.5%
MF vs VT
+46.6%
-130.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.5% | +18.4% | +18.0% |
| 7D | +62.0% | -0.1% | +62.2% | +61.4% |
| 30D | +85.9% | -3.1% | +89.0% | +86.2% |
| 3M | +65.8% | -3.5% | +69.3% | +66.1% |
| 6M | +72.9% | +0.5% | +72.4% | +70.4% |
| YTD | -66.2% | +10.8% | -77.0% | -67.5% |
| 1Y | -71.1% | +11.9% | -83.0% | -72.2% |
| All | -83.5% | +46.6% | -130.1% | -74.3% |
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