+222.3%
VT vs MKTX
+6.7%
+215.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.0% | +0.4% | +0.6% | +0.9% |
| 30D | -0.2% | +1.0% | -1.2% | -0.4% |
| 3M | +4.5% | +41.3% | -36.7% | -2.3% |
| 6M | +14.1% | -11.3% | +25.4% | +15.8% |
| YTD | +14.8% | -8.6% | +23.3% | +15.7% |
| 1Y | +21.2% | -11.1% | +32.3% | +22.6% |
| 3Y | +76.6% | -24.5% | +101.1% | +79.6% |
| 5Y | +66.6% | -61.4% | +128.0% | +91.6% |
| 10Y | +222.3% | +6.8% | +215.4% | +204.4% |
| All | +222.3% | +6.7% | +215.6% | +204.4% |
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