+14.3%
MKTX vs VT
+217.6%
-203.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | +0.1% | -0.1% | +0.3% | +0.1% |
| 30D | +0.8% | -3.1% | +3.8% | +2.6% |
| 3M | +2.6% | -3.5% | +6.1% | +4.7% |
| 6M | +13.6% | +0.5% | +13.1% | +12.8% |
| YTD | -7.1% | +10.8% | -17.9% | -14.1% |
| 1Y | -0.1% | +11.9% | -12.0% | -8.3% |
| 3Y | -22.3% | +73.0% | -95.3% | -49.8% |
| 5Y | -54.5% | +58.6% | -113.1% | -68.7% |
| 10Y | +14.3% | +219.2% | -204.9% | -59.2% |
| All | +14.3% | +217.6% | -203.4% | -59.2% |
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