+66.6%
VT vs MKTX
-63.2%
+129.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.4% | +0.4% | 0.0% | +0.4% |
| 30D | +1.0% | +1.1% | -0.1% | +0.8% |
| 3M | +2.4% | +36.1% | -33.7% | -2.1% |
| 6M | +12.0% | -12.9% | +24.9% | +14.0% |
| YTD | +15.3% | -8.5% | +23.9% | +16.4% |
| 1Y | +22.6% | -7.5% | +30.1% | +23.4% |
| 3Y | +74.7% | -28.3% | +103.0% | +79.2% |
| All | +66.6% | -63.2% | +129.8% | +81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling