+367.1%
VT vs MUB
+75.4%
+291.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.4% |
| 7D | -0.3% | +0.6% | -0.9% | -0.7% |
| 30D | -1.4% | +3.2% | -4.6% | -3.3% |
| 3M | -1.4% | -1.1% | -0.3% | -0.8% |
| 6M | +5.5% | -1.1% | +6.6% | +6.2% |
| YTD | +12.8% | -0.5% | +13.3% | +13.2% |
| 1Y | +15.4% | 0.0% | +15.5% | +15.6% |
| 3Y | +76.9% | +10.9% | +66.0% | +66.6% |
| 5Y | +60.4% | +2.9% | +57.5% | +57.2% |
| 10Y | +232.8% | +19.7% | +213.1% | +211.2% |
| All | +367.1% | +75.4% | +291.7% | +251.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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