+55.9%
MYFW vs VT
+140.3%
-84.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.3% |
| 7D | -0.9% | -2.3% | +1.4% | +0.6% |
| 30D | +2.6% | -5.0% | +7.6% | +6.2% |
| 3M | -3.1% | -4.9% | +1.8% | +0.2% |
| 6M | +4.5% | -1.5% | +6.0% | +5.2% |
| YTD | +14.5% | +8.5% | +6.1% | +7.6% |
| 1Y | +34.8% | +11.4% | +23.4% | +24.3% |
| 3Y | +102.6% | +70.1% | +32.5% | +42.8% |
| 5Y | -0.9% | +53.7% | -54.6% | -26.7% |
| All | +55.9% | +140.3% | -84.4% | -12.0% |
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