+28.8%
MVLL vs VT
+34.6%
-5.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +2.2% |
| 7D | -24.1% | -0.1% | -23.9% | -19.4% |
| 30D | -73.2% | -3.1% | -70.2% | -64.6% |
| 3M | -58.2% | -3.5% | -54.7% | -42.1% |
| 6M | -57.1% | +0.5% | -57.6% | -40.4% |
| YTD | +43.4% | +10.8% | +32.6% | +31.3% |
| 1Y | +11.3% | +11.9% | -0.6% | -0.2% |
| All | +28.8% | +34.6% | -5.8% | -42.0% |
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