+144.2%
MUJ vs VT
+345.0%
-200.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.1% |
| 7D | +1.3% | -4.2% | +5.5% | +2.1% |
| 30D | +2.8% | -5.8% | +8.6% | +3.8% |
| 3M | -3.0% | -5.2% | +2.3% | -2.1% |
| 6M | -2.3% | +0.1% | -2.4% | -2.3% |
| YTD | +1.7% | +8.2% | -6.6% | +0.2% |
| 1Y | +3.2% | +10.1% | -6.9% | +1.4% |
| 3Y | +32.3% | +69.7% | -37.3% | +20.4% |
| 5Y | -2.5% | +53.4% | -55.9% | -10.2% |
| 10Y | +29.7% | +219.2% | -189.5% | +5.4% |
| All | +144.2% | +345.0% | -200.8% | +82.1% |
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