-39.3%
VG vs MTB
+29.0%
-68.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.7% | +1.7% | 0.0% | +0.8% |
| 30D | +16.0% | -4.2% | +20.2% | +18.4% |
| 3M | +9.7% | +8.9% | +0.9% | +3.1% |
| 6M | +29.6% | +10.9% | +18.7% | +19.7% |
| YTD | +112.0% | +21.5% | +90.5% | +79.2% |
| 1Y | +12.8% | +21.9% | -9.1% | -5.1% |
| All | -39.3% | +29.0% | -68.3% | -62.2% |
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 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