+69.5%
VG vs MTB
+20.0%
+49.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.4% |
| 7D | +5.5% | -2.0% | +7.5% | +4.7% |
| 30D | -3.6% | +0.1% | -3.7% | -3.3% |
| 3M | -4.0% | -12.1% | +8.1% | -7.8% |
| 6M | +9.4% | +7.3% | +2.1% | +11.1% |
| YTD | +86.6% | +11.5% | +75.1% | +98.0% |
| 1Y | +69.5% | +21.3% | +48.2% | +86.2% |
| All | +69.5% | +20.0% | +49.5% | +86.2% |
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