+377.4%
VT vs M
+116.2%
+261.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.5% |
| 7D | +0.4% | +4.7% | -4.3% | -0.5% |
| 30D | +1.0% | -9.6% | +10.6% | +3.0% |
| 3M | +2.4% | +0.9% | +1.5% | +1.8% |
| 6M | +12.0% | +22.3% | -10.3% | +6.8% |
| YTD | +15.3% | +6.5% | +8.8% | +12.6% |
| 1Y | +22.6% | +38.8% | -16.2% | +13.0% |
| 3Y | +74.7% | +115.9% | -41.2% | +39.5% |
| 5Y | +66.1% | +28.6% | +37.5% | +38.4% |
| 10Y | +225.0% | -2.5% | +227.5% | +141.8% |
| All | +377.4% | +116.2% | +261.3% | +122.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling