+151.3%
MUJ vs VT
+374.2%
-222.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -0.1% | +1.0% | -1.1% | -0.3% |
| 3M | -0.7% | +2.4% | -3.1% | -1.2% |
| 6M | -1.7% | +12.0% | -13.7% | -3.7% |
| YTD | +4.6% | +15.3% | -10.7% | +2.0% |
| 1Y | +15.3% | +22.6% | -7.3% | +11.2% |
| 3Y | +30.0% | +74.7% | -44.7% | +17.7% |
| 5Y | -1.9% | +66.1% | -68.1% | -10.9% |
| 10Y | +25.8% | +225.0% | -199.2% | +1.8% |
| All | +151.3% | +374.2% | -222.9% | +85.4% |
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 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