+40.3%
MLR vs VT
+53.4%
-13.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.6% |
| 7D | -8.9% | -2.3% | -6.6% | -6.6% |
| 30D | -12.7% | -5.0% | -7.7% | -8.4% |
| 3M | -14.5% | -4.9% | -9.7% | -10.4% |
| 6M | -4.4% | -1.5% | -2.9% | -2.8% |
| YTD | +25.6% | +8.5% | +17.1% | +17.1% |
| 1Y | +22.3% | +11.4% | +10.9% | +11.4% |
| 3Y | +31.2% | +70.1% | -38.8% | -12.3% |
| All | +40.3% | +53.4% | -13.1% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling