+92.6%
MRAM vs VT
+57.5%
+35.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -0.7% |
| 7D | -6.2% | -0.1% | -6.1% | -4.7% |
| 30D | -22.7% | -3.1% | -19.7% | -16.0% |
| 3M | -20.2% | -3.5% | -16.7% | -11.9% |
| 6M | -52.9% | +0.5% | -53.4% | -50.2% |
| YTD | +37.0% | +10.8% | +26.2% | +26.5% |
| 1Y | +35.5% | +11.9% | +23.6% | +23.4% |
| 3Y | +45.3% | +73.0% | -27.7% | -37.0% |
| 5Y | +92.6% | +58.6% | +34.0% | +35.5% |
| All | +92.6% | +57.5% | +35.0% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling