-84.2%
MKTW vs VT
+115.1%
-199.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +1.5% |
| 7D | +7.9% | +0.4% | +7.5% | +7.2% |
| 30D | +16.3% | -2.6% | +18.9% | +19.3% |
| 3M | +13.1% | -3.2% | +16.4% | +16.8% |
| 6M | +13.7% | +0.9% | +12.8% | +11.5% |
| YTD | +61.5% | +11.3% | +50.2% | +40.7% |
| 1Y | +45.3% | +14.0% | +31.2% | +22.4% |
| 3Y | -38.5% | +75.8% | -114.3% | -69.0% |
| 5Y | -80.3% | +57.8% | -138.1% | -89.7% |
| All | -84.2% | +115.1% | -199.3% | -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 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