+447.2%
MYE vs VT
+346.0%
+101.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.3% |
| 7D | -8.9% | -2.3% | -6.5% | -6.1% |
| 30D | -12.3% | -5.0% | -7.3% | -6.5% |
| 3M | -22.7% | -4.9% | -17.8% | -17.7% |
| 6M | +31.3% | -1.5% | +32.8% | +33.8% |
| YTD | +46.3% | +8.5% | +37.8% | +32.3% |
| 1Y | +57.5% | +11.4% | +46.2% | +38.0% |
| 3Y | +64.1% | +70.1% | -6.0% | -14.4% |
| 5Y | +51.3% | +53.7% | -2.4% | -12.4% |
| 10Y | +215.5% | +220.0% | -4.5% | -26.7% |
| All | +447.2% | +346.0% | +101.2% | -17.2% |
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