+59.0%
MRAM vs VT
+53.2%
+5.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.7% | -4.1% | -13.6% | -9.4% |
| 7D | -25.6% | -4.2% | -21.5% | -18.1% |
| 30D | -39.6% | -5.8% | -33.8% | -30.6% |
| 3M | -33.5% | -5.2% | -28.3% | -24.0% |
| 6M | -43.7% | +0.1% | -43.8% | -39.6% |
| YTD | +15.6% | +8.2% | +7.4% | +11.5% |
| 1Y | +1.9% | +10.1% | -8.2% | -3.9% |
| 3Y | +21.2% | +69.7% | -48.4% | -45.5% |
| 5Y | +59.0% | +53.4% | +5.6% | +22.5% |
| All | +59.0% | +53.2% | +5.8% | +22.5% |
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