+71.6%
MRAM vs VT
+215.5%
-143.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.2% | +9.2% | +9.1% |
| 7D | -13.7% | -2.3% | -11.4% | -9.9% |
| 30D | -31.9% | -5.0% | -26.9% | -25.4% |
| 3M | -25.0% | -4.9% | -20.1% | -17.5% |
| 6M | -45.5% | -1.5% | -44.0% | -41.2% |
| YTD | +26.5% | +8.5% | +18.0% | +22.9% |
| 1Y | +34.6% | +11.4% | +23.3% | +26.8% |
| 3Y | +33.0% | +70.1% | -37.1% | -26.7% |
| 5Y | +73.9% | +53.7% | +20.2% | +13.6% |
| All | +71.6% | +215.5% | -143.9% | -28.8% |
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