+150.8%
MVBF vs VT
+221.8%
-71.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.2% |
| 7D | -2.4% | +2.4% | -4.7% | -4.4% |
| 30D | -12.3% | -1.5% | -10.8% | -11.1% |
| 3M | -16.9% | -4.1% | -12.7% | -13.8% |
| 6M | -0.1% | +0.6% | -0.6% | -1.3% |
| YTD | -0.3% | +11.0% | -11.3% | -10.2% |
| 1Y | -2.1% | +13.3% | -15.4% | -13.6% |
| 3Y | +45.6% | +73.4% | -27.8% | -12.8% |
| 5Y | -30.2% | +57.4% | -87.6% | -54.5% |
| All | +150.8% | +221.8% | -71.0% | -13.5% |
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