-84.2%
MKTW vs VT
+116.6%
-200.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -1.1% |
| 7D | +4.5% | -0.7% | +5.2% | +5.1% |
| 30D | +16.2% | -1.7% | +18.0% | +18.2% |
| 3M | +20.9% | -2.3% | +23.2% | +23.5% |
| 6M | +25.8% | +1.5% | +24.3% | +22.6% |
| YTD | +61.1% | +12.0% | +49.0% | +39.3% |
| 1Y | +47.1% | +12.9% | +34.2% | +25.6% |
| 3Y | -40.2% | +74.9% | -115.1% | -69.6% |
| 5Y | -79.0% | +59.9% | -138.9% | -89.1% |
| All | -84.2% | +116.6% | -200.8% | -92.1% |
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 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