-91.9%
MF vs VT
+49.3%
-141.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.4% | +1.7% | -22.1% | -20.7% |
| 7D | +42.1% | -0.3% | +42.4% | +42.2% |
| 30D | -42.0% | -1.4% | -40.5% | -41.8% |
| 3M | -12.8% | -1.4% | -11.4% | -12.8% |
| 6M | -46.5% | +5.5% | -51.9% | -47.1% |
| YTD | -83.4% | +12.8% | -96.2% | -84.0% |
| 1Y | -84.8% | +15.4% | -100.2% | -85.2% |
| All | -91.9% | +49.3% | -141.2% | -87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling