-90.8%
MYY vs VT
+345.0%
-435.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.1% | +7.9% | -0.2% |
| 7D | +3.3% | -4.2% | +7.5% | -0.8% |
| 30D | +3.5% | -5.8% | +9.3% | -2.3% |
| 3M | +8.4% | -5.2% | +13.6% | +3.1% |
| 6M | +3.9% | +0.1% | +3.8% | +5.0% |
| YTD | -5.6% | +8.2% | -13.9% | +3.9% |
| 1Y | -7.3% | +10.1% | -17.4% | +4.1% |
| 3Y | -24.8% | +69.7% | -94.4% | +36.4% |
| 5Y | -15.1% | +53.4% | -68.5% | +50.4% |
| 10Y | -67.3% | +219.2% | -286.5% | +41.2% |
| All | -90.8% | +345.0% | -435.8% | -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