-45.3%
MTN vs VT
+53.4%
-98.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | +4.5% | -2.3% | +6.8% | +6.8% |
| 30D | +11.3% | -5.0% | +16.3% | +16.8% |
| 3M | +9.8% | -4.9% | +14.7% | +15.0% |
| 6M | +29.5% | -1.5% | +31.0% | +30.4% |
| YTD | +25.3% | +8.5% | +16.8% | +13.6% |
| 1Y | +17.2% | +11.4% | +5.9% | +3.2% |
| 3Y | -16.1% | +70.1% | -86.2% | -54.0% |
| All | -45.3% | +53.4% | -98.7% | -67.0% |
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