-98.4%
MYSE vs VT
+57.0%
-155.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.5% |
| 7D | -18.3% | +2.4% | -20.6% | -20.7% |
| 30D | -30.9% | -1.5% | -29.4% | -29.2% |
| 3M | -59.3% | -4.1% | -55.2% | -56.9% |
| 6M | -37.6% | +0.6% | -38.1% | -38.2% |
| YTD | -39.8% | +11.0% | -50.8% | -47.6% |
| 1Y | -48.8% | +13.3% | -62.1% | -56.4% |
| 3Y | -39.1% | +73.4% | -112.4% | -71.3% |
| All | -98.4% | +57.0% | -155.4% | -98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling