-99.5%
MYO vs VT
+171.4%
-270.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -4.1% | -4.4% | -3.8% |
| 7D | -8.5% | -4.2% | -4.3% | -3.6% |
| 30D | -26.1% | -5.8% | -20.3% | -20.4% |
| 3M | +12.3% | -5.2% | +17.5% | +20.4% |
| 6M | +35.7% | +0.1% | +35.6% | +36.3% |
| YTD | +30.8% | +8.2% | +22.5% | +21.1% |
| 1Y | +37.9% | +10.1% | +27.8% | +26.1% |
| 3Y | -13.1% | +69.7% | -82.8% | -48.0% |
| 5Y | -88.6% | +53.4% | -141.9% | -92.4% |
| All | -99.5% | +171.4% | -270.9% | -99.8% |
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 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