-47.9%
MOMO vs VT
+246.2%
-294.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | -6.1% | +0.4% | -6.6% | -6.7% |
| 30D | -7.3% | +1.0% | -8.2% | -8.4% |
| 3M | -6.0% | +2.4% | -8.3% | -9.0% |
| 6M | -9.0% | +12.0% | -21.0% | -21.1% |
| YTD | -14.1% | +15.3% | -29.5% | -28.1% |
| 1Y | -32.6% | +22.6% | -55.2% | -47.8% |
| 3Y | -24.5% | +74.7% | -99.2% | -63.2% |
| 5Y | -39.2% | +66.1% | -105.3% | -67.2% |
| 10Y | -63.8% | +225.0% | -288.8% | -90.3% |
| All | -47.9% | +246.2% | -294.2% | -86.5% |
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