-4.6%
MFUT vs VT
+46.3%
-50.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.0% | -1.6% | -0.4% | -1.5% |
| 30D | -3.4% | -2.5% | -0.9% | -2.6% |
| 3M | +0.1% | -1.3% | +1.4% | +0.5% |
| 6M | +0.3% | +3.1% | -2.8% | -0.9% |
| YTD | +16.7% | +10.9% | +5.7% | +12.5% |
| 1Y | +21.6% | +12.1% | +9.5% | +16.9% |
| All | -4.6% | +46.3% | -50.9% | -16.1% |
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 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