-98.0%
MOVE vs VT
+85.3%
-183.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +3.0% | +3.0% |
| 7D | +28.3% | +0.4% | +27.8% | +27.5% |
| 30D | +21.2% | +1.0% | +20.2% | +19.9% |
| 3M | -29.5% | +2.4% | -31.9% | -30.7% |
| 6M | +45.1% | +12.0% | +33.0% | +27.7% |
| YTD | +140.9% | +15.3% | +125.5% | +105.2% |
| 1Y | +85.3% | +22.6% | +62.8% | +50.3% |
| 3Y | -88.5% | +74.7% | -163.2% | -93.1% |
| 5Y | -96.7% | +66.1% | -162.8% | -97.8% |
| All | -98.0% | +85.3% | -183.3% | -99.0% |
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