+44.9%
MIDD vs VT
+215.5%
-170.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.6% |
| 7D | +14.8% | -2.3% | +17.1% | +17.8% |
| 30D | +29.7% | -5.0% | +34.7% | +37.7% |
| 3M | +2.4% | -4.9% | +7.3% | +8.5% |
| 6M | +19.1% | -1.5% | +20.6% | +20.5% |
| YTD | +14.1% | +8.5% | +5.6% | +2.0% |
| 1Y | +41.3% | +11.4% | +29.9% | +22.2% |
| 3Y | +45.9% | +70.1% | -24.2% | -26.4% |
| 5Y | -8.8% | +53.7% | -62.5% | -47.0% |
| All | +44.9% | +215.5% | -170.6% | -67.6% |
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