-96.6%
MYSE vs VT
+64.3%
-160.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.3% | -5.6% |
| 7D | -16.1% | -0.7% | -15.4% | -15.2% |
| 30D | -30.3% | -1.7% | -28.6% | -28.4% |
| 3M | -53.3% | -2.3% | -50.9% | -51.8% |
| 6M | -37.5% | +1.5% | -39.0% | -38.8% |
| YTD | -32.7% | +12.0% | -44.8% | -41.8% |
| 1Y | -47.5% | +12.9% | -60.4% | -54.8% |
| 3Y | -32.7% | +74.9% | -107.7% | -67.3% |
| 5Y | -98.3% | +59.9% | -158.2% | -99.0% |
| All | -96.6% | +64.3% | -160.9% | -97.8% |
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 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