-56.6%
MOMO vs VT
+232.6%
-289.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.1% |
| 7D | +2.1% | -0.1% | +2.2% | +2.0% |
| 30D | -5.1% | -3.1% | -2.0% | -1.9% |
| 3M | -23.9% | -3.5% | -20.4% | -21.1% |
| 6M | -28.1% | +0.5% | -28.6% | -29.2% |
| YTD | -28.4% | +10.8% | -39.1% | -37.3% |
| 1Y | -32.7% | +11.9% | -44.6% | -42.0% |
| 3Y | -21.5% | +73.0% | -94.5% | -61.5% |
| 5Y | -47.7% | +58.6% | -106.3% | -70.3% |
| 10Y | -66.5% | +219.2% | -285.6% | -90.9% |
| All | -56.6% | +232.6% | -289.1% | -88.2% |
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