+33.4%
VT vs MULL
+1,230.7%
-1,197.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | +0.1% |
| 7D | +2.4% | +24.5% | -22.2% | +0.7% |
| 30D | -1.5% | -35.5% | +34.0% | +0.3% |
| 3M | -4.1% | -44.8% | +40.7% | -2.0% |
| 6M | +0.6% | -45.5% | +46.0% | -1.3% |
| YTD | +11.0% | +232.5% | -221.5% | -8.6% |
| 1Y | +13.3% | +343.3% | -329.9% | -10.0% |
| All | +33.4% | +1,230.7% | -1,197.2% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling