+172.5%
VEA vs MTB
+304.5%
-131.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +1.9% | +2.8% | -0.9% | +0.9% |
| 30D | +0.8% | -4.2% | +4.9% | +2.2% |
| 3M | +5.7% | +7.8% | -2.1% | +2.8% |
| 6M | +13.3% | +14.8% | -1.5% | +7.8% |
| YTD | +18.4% | +20.8% | -2.4% | +10.6% |
| 1Y | +27.0% | +23.1% | +3.8% | +17.6% |
| 3Y | +79.3% | +114.8% | -35.6% | +34.0% |
| 5Y | +62.1% | +103.3% | -41.1% | +19.3% |
| 10Y | +160.3% | +173.0% | -12.7% | +57.7% |
| All | +172.5% | +304.5% | -131.9% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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