+30.4%
VT vs MULL
+968.6%
-938.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.1% | -8.9% | -0.4% |
| 7D | -2.3% | -42.7% | +40.4% | +0.7% |
| 30D | -5.0% | -63.8% | +58.8% | +0.6% |
| 3M | -4.9% | -49.0% | +44.2% | -2.1% |
| 6M | -1.5% | -38.2% | +36.6% | -4.7% |
| YTD | +8.5% | +167.0% | -158.5% | -9.3% |
| 1Y | +11.4% | +247.7% | -236.3% | -10.0% |
| All | +30.4% | +968.6% | -938.2% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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