+349.1%
VT vs MDY
+440.0%
-91.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.3% |
| 7D | -2.3% | -1.7% | -0.7% | -1.0% |
| 30D | -5.0% | -0.9% | -4.0% | -4.2% |
| 3M | -4.9% | -5.7% | +0.9% | -0.2% |
| 6M | -1.5% | -2.9% | +1.4% | +0.8% |
| YTD | +8.5% | +9.8% | -1.4% | +0.4% |
| 1Y | +11.4% | +13.5% | -2.1% | +0.4% |
| 3Y | +70.1% | +51.9% | +18.2% | +19.2% |
| 5Y | +53.7% | +32.0% | +21.7% | +19.7% |
| 10Y | +220.0% | +176.5% | +43.5% | +28.7% |
| All | +349.1% | +440.0% | -91.0% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling