-86.8%
MKTW vs VT
+122.9%
-209.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +3.5% | +0.4% | +3.1% | +3.0% |
| 30D | -9.7% | +1.0% | -10.7% | -10.7% |
| 3M | +14.9% | +2.4% | +12.5% | +11.4% |
| 6M | +35.3% | +12.0% | +23.3% | +17.7% |
| YTD | +34.5% | +15.3% | +19.2% | +13.2% |
| 1Y | +14.5% | +22.6% | -8.1% | -11.1% |
| 3Y | -16.1% | +74.7% | -90.8% | -57.0% |
| 5Y | -85.9% | +66.1% | -152.0% | -92.9% |
| All | -86.8% | +122.9% | -209.8% | -93.6% |
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