+219.2%
VT vs MKTX
+12.3%
+206.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.1% | +0.1% | -0.3% | -0.2% |
| 30D | -3.1% | +0.8% | -3.8% | -3.2% |
| 3M | -3.5% | +2.6% | -6.1% | -3.9% |
| 6M | +0.5% | +13.6% | -13.1% | -2.4% |
| YTD | +10.8% | -7.1% | +17.9% | +11.4% |
| 1Y | +11.9% | -0.1% | +12.0% | +10.9% |
| 3Y | +73.0% | -22.3% | +95.3% | +75.5% |
| 5Y | +58.6% | -54.5% | +113.1% | +76.2% |
| 10Y | +219.2% | +14.3% | +204.9% | +201.6% |
| All | +219.2% | +12.3% | +206.9% | +201.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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