+223.0%
VT vs MTB
+171.4%
+51.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.4% | +1.7% | -1.3% | -0.1% |
| 30D | +1.0% | -4.2% | +5.2% | +2.3% |
| 3M | +2.4% | +8.9% | -6.5% | -0.4% |
| 6M | +12.0% | +10.9% | +1.1% | +8.2% |
| YTD | +15.3% | +21.5% | -6.1% | +8.2% |
| 1Y | +22.6% | +21.9% | +0.7% | +14.7% |
| 3Y | +74.7% | +109.2% | -34.6% | +35.9% |
| 5Y | +66.1% | +102.0% | -35.8% | +27.3% |
| All | +223.0% | +171.4% | +51.6% | +113.6% |
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