+33.8%
VT vs MULL
+1,100.2%
-1,066.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +12.3% | -9.7% | +1.8% |
| 7D | +0.4% | -27.1% | +27.5% | +1.8% |
| 30D | -2.6% | -54.2% | +51.6% | +1.5% |
| 3M | -3.2% | -42.0% | +38.7% | -1.3% |
| 6M | +0.9% | -43.5% | +44.4% | -1.2% |
| YTD | +11.3% | +199.9% | -188.6% | -7.6% |
| 1Y | +14.0% | +292.8% | -278.8% | -8.7% |
| All | +33.8% | +1,100.2% | -1,066.4% | -12.9% |
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