+155.5%
MVBF vs VT
+223.7%
-68.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -2.8% |
| 7D | -1.8% | +0.4% | -2.2% | -2.3% |
| 30D | -10.8% | -2.6% | -8.2% | -8.7% |
| 3M | -13.5% | -3.2% | -10.3% | -11.0% |
| 6M | +0.1% | +0.9% | -0.8% | -1.4% |
| YTD | +1.6% | +11.3% | -9.7% | -8.7% |
| 1Y | -0.3% | +14.0% | -14.3% | -12.5% |
| 3Y | +49.5% | +75.8% | -26.4% | -11.6% |
| 5Y | -29.2% | +57.8% | -87.0% | -54.0% |
| 10Y | +155.5% | +219.8% | -64.3% | -11.2% |
| All | +155.5% | +223.7% | -68.1% | -11.2% |
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