+223.6%
MVBF vs VT
+380.7%
-157.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | +3.2% | +0.4% | +2.8% | +2.9% |
| 30D | +3.0% | +1.0% | +2.0% | +2.2% |
| 3M | +16.1% | +2.4% | +13.8% | +13.7% |
| 6M | +17.4% | +12.0% | +5.4% | +7.6% |
| YTD | +23.1% | +15.3% | +7.8% | +10.5% |
| 1Y | +32.1% | +22.6% | +9.5% | +13.2% |
| 3Y | +44.2% | +74.7% | -30.5% | -3.0% |
| 5Y | -6.9% | +66.1% | -73.0% | -35.7% |
| 10Y | +180.9% | +225.0% | -44.1% | +40.3% |
| All | +223.6% | +380.7% | -157.1% | +55.5% |
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 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