+224.3%
MVV vs VT
+221.4%
+2.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.1% |
| 7D | +2.1% | +1.0% | +1.1% | -0.1% |
| 30D | -6.7% | -0.2% | -6.4% | -6.1% |
| 3M | +2.0% | +4.5% | -2.5% | -7.7% |
| 6M | +18.5% | +14.1% | +4.5% | -11.8% |
| YTD | +24.8% | +14.8% | +10.0% | -8.2% |
| 1Y | +23.4% | +21.2% | +2.3% | -19.4% |
| 3Y | +73.6% | +76.6% | -3.0% | -48.5% |
| 5Y | +37.9% | +66.6% | -28.7% | -48.9% |
| 10Y | +224.3% | +222.3% | +2.0% | -64.8% |
| All | +224.3% | +221.4% | +2.9% | -64.8% |
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