+40.1%
VG vs MTB
+23.3%
+16.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | +0.1% | +3.1% |
| 7D | -8.3% | -0.8% | -7.6% | -8.5% |
| 30D | -10.3% | +2.4% | -12.7% | -9.5% |
| 3M | -10.8% | -10.5% | -0.3% | -13.5% |
| 6M | +3.5% | +6.4% | -2.9% | +4.6% |
| YTD | +74.0% | +12.8% | +61.1% | +81.0% |
| All | +40.1% | +23.3% | +16.8% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling