+53.4%
VT vs MKTX
-54.9%
+108.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.3% | +0.2% | -2.5% | -2.3% |
| 30D | -5.0% | +0.9% | -5.8% | -5.1% |
| 3M | -4.9% | +2.3% | -7.2% | -5.2% |
| 6M | -1.5% | +12.4% | -13.9% | -3.3% |
| YTD | +8.5% | -7.3% | +15.8% | +9.3% |
| 1Y | +11.4% | +1.8% | +9.5% | +10.5% |
| 3Y | +70.1% | -21.2% | +91.3% | +71.3% |
| All | +53.4% | -54.9% | +108.3% | +66.6% |
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 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