+49.7%
MPT vs VT
+374.2%
-324.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.0% | +0.4% | -2.4% | -2.5% |
| 30D | -13.9% | +1.0% | -14.9% | -14.9% |
| 3M | -18.4% | +2.4% | -20.8% | -21.0% |
| 6M | -24.3% | +12.0% | -36.3% | -34.2% |
| YTD | -16.7% | +15.3% | -32.1% | -30.2% |
| 1Y | -3.2% | +22.6% | -25.8% | -24.6% |
| 3Y | -29.3% | +74.7% | -104.0% | -63.5% |
| 5Y | -71.8% | +66.1% | -137.9% | -84.7% |
| 10Y | -45.2% | +225.0% | -270.2% | -86.5% |
| All | +49.7% | +374.2% | -324.5% | -79.2% |
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