+78.7%
MORT vs VT
+402.3%
-323.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | 0.0% | +0.4% | -0.4% | -0.4% |
| 30D | +1.0% | +1.0% | +0.1% | +0.2% |
| 3M | +1.7% | +2.4% | -0.7% | -0.6% |
| 6M | -1.1% | +12.0% | -13.1% | -10.5% |
| YTD | +0.9% | +15.3% | -14.5% | -11.1% |
| 1Y | +0.9% | +22.6% | -21.7% | -15.7% |
| 3Y | +18.0% | +74.7% | -56.7% | -27.1% |
| 5Y | -7.8% | +66.1% | -73.9% | -40.5% |
| 10Y | +19.4% | +225.0% | -205.6% | -50.6% |
| All | +78.7% | +402.3% | -323.6% | -42.6% |
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