+730.2%
MYRG vs VT
+215.5%
+514.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.2% | +6.4% | +6.3% |
| 7D | -7.0% | -2.3% | -4.7% | -4.2% |
| 30D | -16.0% | -5.0% | -11.1% | -10.2% |
| 3M | -20.6% | -4.9% | -15.7% | -15.1% |
| 6M | -42.2% | -1.5% | -40.6% | -40.7% |
| YTD | +20.3% | +8.5% | +11.8% | +9.3% |
| 1Y | +12.7% | +11.4% | +1.3% | -0.8% |
| 3Y | +127.5% | +70.1% | +57.4% | +20.8% |
| 5Y | +134.3% | +53.7% | +80.6% | +41.1% |
| All | +730.2% | +215.5% | +514.6% | +110.1% |
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