+219.8%
VT vs MXL
+171.0%
+48.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +13.7% | -11.1% | +0.9% |
| 7D | +0.4% | -8.8% | +9.2% | +1.0% |
| 30D | -2.6% | -41.9% | +39.3% | +3.1% |
| 3M | -3.2% | -25.4% | +22.2% | -1.9% |
| 6M | +0.9% | -44.0% | +44.9% | +3.3% |
| YTD | +11.3% | +220.8% | -209.5% | -16.8% |
| 1Y | +14.0% | +278.8% | -264.8% | -17.3% |
| 3Y | +75.8% | +249.4% | -173.6% | +16.4% |
| 5Y | +57.8% | -17.3% | +75.2% | +31.2% |
| 10Y | +219.8% | +156.7% | +63.1% | +80.1% |
| All | +219.8% | +171.0% | +48.8% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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