+678.6%
MYRG vs VT
+214.8%
+463.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.1% | -2.5% | -1.2% |
| 7D | -12.9% | -4.2% | -8.7% | -8.0% |
| 30D | -24.0% | -5.8% | -18.2% | -17.8% |
| 3M | -26.1% | -5.2% | -20.9% | -20.6% |
| 6M | -47.4% | +0.1% | -47.5% | -47.2% |
| YTD | +12.9% | +8.2% | +4.6% | +2.8% |
| 1Y | +4.6% | +10.1% | -5.5% | -6.6% |
| 3Y | +110.7% | +69.7% | +41.1% | +12.2% |
| 5Y | +119.7% | +53.4% | +66.4% | +32.7% |
| All | +678.6% | +214.8% | +463.8% | +97.6% |
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