-91.3%
MYY vs VT
+374.2%
-465.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.1% | +0.4% | -0.5% | +0.4% |
| 30D | +2.0% | +1.0% | +1.0% | +3.1% |
| 3M | +0.3% | +2.4% | -2.1% | +3.1% |
| 6M | -5.3% | +12.0% | -17.3% | +7.2% |
| YTD | -11.2% | +15.3% | -26.5% | +3.8% |
| 1Y | -11.0% | +22.6% | -33.6% | +11.1% |
| 3Y | -23.1% | +74.7% | -97.8% | +43.7% |
| 5Y | -24.6% | +66.1% | -90.8% | +44.4% |
| 10Y | -67.3% | +225.0% | -292.3% | +43.9% |
| All | -91.3% | +374.2% | -465.5% | -18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling