-63.7%
MOMO vs VT
+221.8%
-285.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.8% |
| 7D | -3.9% | +2.4% | -6.3% | -6.5% |
| 30D | -6.2% | -1.5% | -4.7% | -4.7% |
| 3M | -23.1% | -4.1% | -19.0% | -19.6% |
| 6M | -29.7% | +0.6% | -30.3% | -30.9% |
| YTD | -29.3% | +11.0% | -40.3% | -38.3% |
| 1Y | -33.1% | +13.3% | -46.4% | -43.2% |
| 3Y | -22.8% | +73.4% | -96.2% | -62.5% |
| 5Y | -52.4% | +57.4% | -109.8% | -73.0% |
| All | -63.7% | +221.8% | -285.5% | -89.3% |
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