+976.0%
MIDD vs VT
+345.0%
+631.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.1% | +6.1% | +6.6% |
| 7D | +10.7% | -4.2% | +14.8% | +15.7% |
| 30D | +22.9% | -5.8% | +28.7% | +30.8% |
| 3M | -3.8% | -5.2% | +1.4% | +1.6% |
| 6M | +16.0% | +0.1% | +15.9% | +15.2% |
| YTD | +8.8% | +8.2% | +0.6% | -0.9% |
| 1Y | +31.0% | +10.1% | +20.9% | +17.2% |
| 3Y | +37.8% | +69.7% | -31.9% | -22.9% |
| 5Y | -13.0% | +53.4% | -66.4% | -44.8% |
| 10Y | +41.5% | +219.2% | -177.7% | -56.8% |
| All | +976.0% | +345.0% | +631.1% | +149.1% |
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