+16.2%
MIAX vs VT
+18.8%
-2.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +1.8% |
| 7D | +5.5% | -0.1% | +5.6% | +5.5% |
| 30D | +16.3% | -3.1% | +19.3% | +17.5% |
| 3M | -18.1% | -3.5% | -14.6% | -17.0% |
| 6M | -31.3% | +0.5% | -31.8% | -31.7% |
| YTD | -19.5% | +10.8% | -30.3% | -25.0% |
| 1Y | -27.0% | +11.9% | -38.9% | -32.8% |
| All | +16.2% | +18.8% | -2.6% | +10.4% |
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