+2,450.4%
MKTX vs VT
+374.2%
+2,076.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.4% | +0.4% | 0.0% | -0.1% |
| 30D | +1.1% | +1.0% | +0.1% | 0.0% |
| 3M | +36.1% | +2.4% | +33.7% | +32.8% |
| 6M | -12.9% | +12.0% | -24.9% | -23.1% |
| YTD | -8.5% | +15.3% | -23.9% | -21.8% |
| 1Y | -7.5% | +22.6% | -30.1% | -26.1% |
| 3Y | -28.3% | +74.7% | -103.0% | -61.9% |
| 5Y | -63.3% | +66.1% | -129.4% | -79.5% |
| 10Y | +4.5% | +225.0% | -220.5% | -74.6% |
| All | +2,450.4% | +374.2% | +2,076.2% | +436.1% |
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