+62.5%
MRAM vs VT
+220.2%
-157.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.5% | -6.4% |
| 7D | -11.1% | -0.3% | -10.8% | -10.7% |
| 30D | -28.5% | -1.4% | -27.0% | -26.6% |
| 3M | -25.2% | -1.4% | -23.8% | -22.7% |
| 6M | -30.5% | +5.5% | -36.0% | -32.6% |
| YTD | +40.4% | +12.8% | +27.6% | +27.5% |
| 1Y | +32.3% | +15.4% | +16.9% | +17.3% |
| 3Y | +47.2% | +76.9% | -29.6% | -24.1% |
| 5Y | +93.3% | +60.4% | +32.9% | +17.7% |
| 10Y | +89.7% | +232.8% | -143.1% | -30.3% |
| All | +62.5% | +220.2% | -157.8% | -39.6% |
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