+228.8%
MT vs VT
+215.5%
+13.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.5% |
| 7D | +2.0% | -2.3% | +4.3% | +6.0% |
| 30D | -2.2% | -5.0% | +2.8% | +6.7% |
| 3M | -16.5% | -4.9% | -11.7% | -9.0% |
| 6M | -2.9% | -1.5% | -1.4% | +0.5% |
| YTD | +34.7% | +8.5% | +26.2% | +20.5% |
| 1Y | +63.3% | +11.4% | +51.9% | +39.6% |
| 3Y | +174.4% | +70.1% | +104.3% | +15.4% |
| 5Y | +102.3% | +53.7% | +48.6% | +4.1% |
| All | +228.8% | +215.5% | +13.3% | -48.4% |
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