+222.7%
VT vs MTB
+113.8%
+108.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | -2.5% | +0.8% | -3.4% | -2.8% |
| 3M | -3.3% | -12.8% | +9.4% | +0.7% |
| 6M | +1.5% | +6.7% | -5.2% | -0.8% |
| YTD | +11.4% | +11.3% | 0.0% | +7.2% |
| 1Y | +11.9% | +20.2% | -8.2% | +5.2% |
| 3Y | +73.9% | +103.8% | -29.9% | +36.5% |
| 5Y | +57.9% | +60.9% | -3.0% | +30.2% |
| All | +222.7% | +113.8% | +108.9% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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