-40.1%
MOMO vs VT
+66.2%
-106.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | -6.1% | +0.4% | -6.6% | -6.8% |
| 30D | -7.3% | +1.0% | -8.2% | -8.6% |
| 3M | -6.0% | +2.4% | -8.3% | -9.4% |
| 6M | -9.0% | +12.0% | -21.0% | -22.5% |
| YTD | -14.1% | +15.3% | -29.5% | -29.8% |
| 1Y | -32.6% | +22.6% | -55.2% | -49.7% |
| 3Y | -24.5% | +74.7% | -99.2% | -69.1% |
| All | -40.1% | +66.2% | -106.3% | -71.7% |
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