+151.1%
MT vs VT
+66.2%
+84.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +5.8% | +0.4% | +5.4% | +5.1% |
| 30D | +4.7% | +1.0% | +3.7% | +3.2% |
| 3M | +10.1% | +2.4% | +7.7% | +6.5% |
| 6M | +29.3% | +12.0% | +17.3% | +10.5% |
| YTD | +74.0% | +15.3% | +58.6% | +43.0% |
| 1Y | +140.2% | +22.6% | +117.6% | +80.9% |
| 3Y | +207.2% | +74.7% | +132.6% | +38.8% |
| All | +151.1% | +66.2% | +84.9% | +30.0% |
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