-1.0%
MYFW vs VT
+58.5%
-59.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.1% |
| 7D | +2.4% | +2.9% | -0.5% | 0.0% |
| 30D | +6.0% | -2.5% | +8.5% | +8.2% |
| 3M | -0.2% | -3.3% | +3.1% | +2.5% |
| 6M | +8.3% | +1.5% | +6.8% | +6.3% |
| YTD | +17.4% | +11.4% | +6.1% | +5.8% |
| 1Y | +33.4% | +11.9% | +21.5% | +19.6% |
| 3Y | +104.7% | +73.9% | +30.8% | +25.9% |
| 5Y | -1.0% | +57.9% | -58.9% | -37.8% |
| All | -1.0% | +58.5% | -59.5% | -37.8% |
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 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