+10.2%
MTN vs VT
+11.9%
-1.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +1.1% |
| 7D | -3.8% | +2.4% | -6.1% | -4.6% |
| 30D | +2.1% | -1.5% | +3.6% | +2.6% |
| 3M | +6.6% | -4.1% | +10.7% | +8.0% |
| 6M | +30.8% | +0.6% | +30.2% | +30.6% |
| YTD | +20.6% | +11.0% | +9.5% | +13.5% |
| 1Y | +10.2% | +13.3% | -3.1% | +3.0% |
| All | +10.2% | +11.9% | -1.7% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling