+34.1%
MLR vs VT
+53.2%
-19.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -4.1% | -9.4% | -9.9% |
| 7D | -13.6% | -4.2% | -9.4% | -10.0% |
| 30D | -16.7% | -5.8% | -10.9% | -12.0% |
| 3M | -11.0% | -5.2% | -5.8% | -6.4% |
| 6M | -8.6% | +0.1% | -8.7% | -8.4% |
| YTD | +22.1% | +8.2% | +13.9% | +14.1% |
| 1Y | +13.7% | +10.1% | +3.6% | +4.7% |
| 3Y | +27.3% | +69.7% | -42.4% | -14.7% |
| 5Y | +34.1% | +53.4% | -19.3% | -6.0% |
| All | +34.1% | +53.2% | -19.1% | -6.0% |
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