+358.9%
MUFG vs VT
+223.7%
+135.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +1.2% |
| 7D | +1.2% | +0.4% | +0.8% | +0.9% |
| 30D | -3.0% | -2.6% | -0.4% | -0.7% |
| 3M | -3.5% | -3.2% | -0.3% | -0.5% |
| 6M | +20.9% | +0.9% | +19.9% | +19.7% |
| YTD | +36.8% | +11.3% | +25.5% | +24.4% |
| 1Y | +43.9% | +14.0% | +29.9% | +28.2% |
| 3Y | +181.5% | +75.8% | +105.6% | +74.9% |
| 5Y | +308.8% | +57.8% | +251.0% | +176.3% |
| 10Y | +358.9% | +219.8% | +139.1% | +72.4% |
| All | +358.9% | +223.7% | +135.2% | +72.4% |
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