-96.3%
MYSE vs VT
+63.2%
-159.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -2.4% |
| 7D | -5.9% | +0.4% | -6.3% | -6.1% |
| 30D | -28.7% | -2.6% | -26.1% | -25.9% |
| 3M | -49.8% | -3.2% | -46.6% | -47.6% |
| 6M | -30.2% | +0.9% | -31.2% | -31.2% |
| YTD | -25.7% | +11.3% | -37.0% | -35.1% |
| 1Y | -40.9% | +14.0% | -54.9% | -49.7% |
| 3Y | -29.1% | +75.8% | -104.9% | -65.8% |
| 5Y | -98.3% | +57.8% | -156.1% | -99.0% |
| All | -96.3% | +63.2% | -159.5% | -97.5% |
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