-98.5%
MOVE vs VT
+83.3%
-181.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.8% | -5.0% |
| 7D | -24.5% | -1.1% | -23.4% | -23.3% |
| 30D | +2.6% | -1.0% | +3.6% | +4.0% |
| 3M | -38.6% | +3.2% | -41.7% | -40.3% |
| 6M | +7.9% | +12.5% | -4.6% | -5.3% |
| YTD | +81.9% | +14.1% | +67.8% | +57.3% |
| 1Y | +95.5% | +18.9% | +76.6% | +64.3% |
| 3Y | -90.7% | +74.1% | -164.8% | -94.3% |
| 5Y | -97.1% | +66.9% | -164.0% | -98.1% |
| All | -98.5% | +83.3% | -181.8% | -99.2% |
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 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