-96.5%
MYSE vs VT
+62.4%
-158.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -4.9% |
| 7D | -8.4% | -0.1% | -8.3% | -8.0% |
| 30D | -32.6% | -3.1% | -29.5% | -29.6% |
| 3M | -50.8% | -3.5% | -47.3% | -48.5% |
| 6M | -34.1% | +0.5% | -34.5% | -34.6% |
| YTD | -29.8% | +10.8% | -40.6% | -38.3% |
| 1Y | -45.7% | +11.9% | -57.6% | -52.7% |
| 3Y | -29.8% | +73.0% | -102.8% | -65.4% |
| 5Y | -98.2% | +58.6% | -156.8% | -98.9% |
| All | -96.5% | +62.4% | -158.9% | -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