+8.6%
MVLL vs VT
+31.8%
-23.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.2% | +10.9% | +9.8% |
| 7D | -51.9% | -2.3% | -49.6% | -42.8% |
| 30D | -79.0% | -5.0% | -74.1% | -69.4% |
| 3M | -65.6% | -4.9% | -60.7% | -48.8% |
| 6M | -65.0% | -1.5% | -63.5% | -45.8% |
| YTD | +21.0% | +8.5% | +12.5% | +23.0% |
| 1Y | -6.4% | +11.4% | -17.8% | -13.8% |
| All | +8.6% | +31.8% | -23.1% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling