-44.2%
MTN vs VT
+66.2%
-110.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.9% | +0.4% | -5.4% | -5.3% |
| 30D | -10.8% | +1.0% | -11.8% | -11.6% |
| 3M | +2.0% | +2.4% | -0.4% | -0.8% |
| 6M | +2.2% | +12.0% | -9.8% | -9.3% |
| YTD | +5.0% | +15.3% | -10.4% | -10.0% |
| 1Y | -9.5% | +22.6% | -32.0% | -27.3% |
| 3Y | -30.7% | +74.7% | -105.4% | -62.3% |
| All | -44.2% | +66.2% | -110.4% | -68.2% |
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