+59.5%
MYFW vs VT
+146.0%
-86.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | +2.3% | +2.4% | 0.0% | +0.7% |
| 30D | +7.9% | -1.5% | +9.4% | +8.9% |
| 3M | -0.5% | -4.1% | +3.6% | +2.2% |
| 6M | +10.0% | +0.6% | +9.5% | +9.2% |
| YTD | +17.2% | +11.0% | +6.2% | +8.4% |
| 1Y | +34.4% | +13.3% | +21.1% | +22.6% |
| 3Y | +102.5% | +73.4% | +29.1% | +40.8% |
| 5Y | -1.1% | +57.4% | -58.6% | -28.1% |
| All | +59.5% | +146.0% | -86.4% | -11.3% |
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