-87.1%
MKTW vs VT
+120.4%
-207.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.3% |
| 7D | +2.4% | -0.1% | +2.5% | +2.5% |
| 30D | -5.5% | -0.7% | -4.9% | -4.9% |
| 3M | +9.3% | +4.0% | +5.3% | +4.2% |
| 6M | +25.0% | +12.3% | +12.8% | +8.4% |
| YTD | +31.9% | +14.0% | +17.8% | +12.3% |
| 1Y | +14.1% | +20.3% | -6.2% | -9.5% |
| 3Y | -8.8% | +75.4% | -84.3% | -53.5% |
| 5Y | -85.4% | +66.0% | -151.4% | -92.6% |
| All | -87.1% | +120.4% | -207.5% | -93.7% |
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