+348.0%
VT vs MTB
+428.2%
-80.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.3% |
| 7D | -4.2% | -1.9% | -2.3% | -3.5% |
| 30D | -5.8% | +0.5% | -6.3% | -6.0% |
| 3M | -5.2% | -12.2% | +7.0% | -1.0% |
| 6M | +0.1% | +3.4% | -3.2% | -1.4% |
| YTD | +8.2% | +11.3% | -3.1% | +3.6% |
| 1Y | +10.1% | +23.3% | -13.2% | +1.7% |
| 3Y | +69.7% | +96.8% | -27.1% | +30.1% |
| 5Y | +53.4% | +65.8% | -12.5% | +21.1% |
| 10Y | +219.2% | +140.0% | +79.2% | +100.8% |
| All | +348.0% | +428.2% | -80.2% | +94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling