+11.9%
VT vs MULL
+337.5%
-325.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.4% |
| 7D | +2.9% | +43.3% | -40.4% | +0.8% |
| 30D | -2.5% | -37.4% | +34.9% | -1.1% |
| 3M | -3.3% | -36.8% | +33.5% | -2.4% |
| 6M | +1.5% | -36.9% | +38.4% | -0.5% |
| YTD | +11.4% | +250.7% | -239.3% | -2.7% |
| 1Y | +11.9% | +337.6% | -325.7% | -4.1% |
| All | +11.9% | +337.5% | -325.6% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling