+53.4%
VT vs M
-6.1%
+59.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.9% | +1.8% | -3.2% |
| 7D | -4.2% | -2.1% | -2.0% | -3.9% |
| 30D | -5.8% | +7.7% | -13.5% | -7.0% |
| 3M | -5.2% | -4.4% | -0.9% | -4.8% |
| 6M | +0.1% | +27.5% | -27.4% | -4.2% |
| YTD | +8.2% | +12.8% | -4.5% | +5.2% |
| 1Y | +10.1% | +20.7% | -10.6% | +5.7% |
| 3Y | +69.7% | +111.3% | -41.6% | +42.2% |
| 5Y | +53.4% | -6.3% | +59.7% | +39.8% |
| All | +53.4% | -6.1% | +59.5% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 5y: compounded portfolio wealth divided by compounded M 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…
5y analysis · Full analysis span regression · 6 months rolling