+219.2%
VT vs MDY
+171.2%
+48.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.2% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -3.1% | +1.0% | -4.0% | -3.7% |
| 3M | -3.5% | -4.1% | +0.6% | -0.5% |
| 6M | +0.5% | +0.6% | -0.2% | 0.0% |
| YTD | +10.8% | +12.9% | -2.2% | +1.2% |
| 1Y | +11.9% | +14.6% | -2.7% | +1.0% |
| 3Y | +73.0% | +57.1% | +15.9% | +22.0% |
| 5Y | +58.6% | +37.1% | +21.5% | +22.9% |
| 10Y | +219.2% | +171.5% | +47.7% | +51.6% |
| All | +219.2% | +171.2% | +48.0% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling