-85.4%
MKTW vs VT
+65.7%
-151.1%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.8% |
| 3M | +9.3% | +4.0% | +5.3% | +3.7% |
| 6M | +25.0% | +12.3% | +12.8% | +6.6% |
| YTD | +31.9% | +14.0% | +17.8% | +10.2% |
| 1Y | +14.1% | +20.3% | -6.2% | -11.9% |
| 3Y | -8.8% | +75.4% | -84.3% | -58.1% |
| 5Y | -85.4% | +66.0% | -151.4% | -93.1% |
| All | -85.4% | +65.7% | -151.1% | -93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling