+196.8%
MUFG vs VT
+374.2%
-177.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | +5.2% | +0.4% | +4.7% | +4.8% |
| 30D | +7.4% | +1.0% | +6.5% | +6.5% |
| 3M | +20.1% | +2.4% | +17.8% | +17.3% |
| 6M | +36.9% | +12.0% | +24.9% | +22.6% |
| YTD | +51.9% | +15.3% | +36.6% | +32.4% |
| 1Y | +56.6% | +22.6% | +34.0% | +28.9% |
| 3Y | +212.5% | +74.7% | +137.8% | +85.3% |
| 5Y | +347.4% | +66.1% | +281.3% | +175.0% |
| 10Y | +361.5% | +225.0% | +136.5% | +44.6% |
| All | +196.8% | +374.2% | -177.4% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling