+119.4%
MXI vs VT
+374.2%
-254.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.5% |
| 7D | -0.7% | +0.4% | -1.1% | -1.2% |
| 30D | +3.1% | +1.0% | +2.2% | +2.0% |
| 3M | +3.0% | +2.4% | +0.6% | +0.4% |
| 6M | +4.3% | +12.0% | -7.7% | -7.9% |
| YTD | +20.5% | +15.3% | +5.2% | +3.0% |
| 1Y | +30.4% | +22.6% | +7.8% | +4.1% |
| 3Y | +48.9% | +74.7% | -25.8% | -20.7% |
| 5Y | +43.9% | +66.1% | -22.3% | -19.1% |
| 10Y | +180.4% | +225.0% | -44.6% | -27.4% |
| All | +119.4% | +374.2% | -254.8% | -65.7% |
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 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