+191.3%
MVBF vs VT
+221.4%
-30.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.6% |
| 7D | +1.1% | +1.0% | +0.1% | +0.2% |
| 30D | +2.6% | -0.2% | +2.9% | +2.8% |
| 3M | +11.3% | +4.5% | +6.7% | +6.4% |
| 6M | +22.2% | +14.1% | +8.1% | +7.6% |
| YTD | +20.6% | +14.8% | +5.8% | +5.6% |
| 1Y | +30.5% | +21.2% | +9.3% | +8.5% |
| 3Y | +47.4% | +76.6% | -29.2% | -12.4% |
| 5Y | -10.0% | +66.6% | -76.5% | -44.0% |
| 10Y | +191.3% | +222.3% | -30.9% | +10.8% |
| All | +191.3% | +221.4% | -30.1% | +10.8% |
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 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