+6.8%
MKTX vs VT
+221.4%
-214.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | +0.4% | +1.0% | -0.6% | -0.3% |
| 30D | +1.0% | -0.2% | +1.2% | +1.1% |
| 3M | +41.3% | +4.5% | +36.7% | +37.1% |
| 6M | -11.3% | +14.1% | -25.4% | -19.2% |
| YTD | -8.6% | +14.8% | -23.3% | -17.2% |
| 1Y | -11.1% | +21.2% | -32.3% | -22.6% |
| 3Y | -24.5% | +76.6% | -101.1% | -51.5% |
| 5Y | -61.4% | +66.6% | -128.0% | -74.2% |
| 10Y | +6.8% | +222.3% | -215.4% | -60.5% |
| All | +6.8% | +221.4% | -214.6% | -60.5% |
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