+32.0%
MUJ vs VT
+215.5%
-183.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +2.8% | -2.3% | +5.1% | +3.3% |
| 30D | +5.9% | -5.0% | +10.8% | +7.1% |
| 3M | -1.2% | -4.9% | +3.7% | -0.1% |
| 6M | -1.1% | -1.5% | +0.4% | -0.9% |
| YTD | +3.5% | +8.5% | -5.0% | +1.4% |
| 1Y | +5.4% | +11.4% | -6.0% | +2.7% |
| 3Y | +35.1% | +70.1% | -34.9% | +19.0% |
| 5Y | -0.8% | +53.7% | -54.5% | -11.2% |
| All | +32.0% | +215.5% | -183.5% | -1.9% |
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