+565.7%
VTV vs MXL
+286.3%
+279.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.4% |
| 7D | -2.1% | +16.6% | -18.7% | -3.7% |
| 30D | -1.3% | +0.5% | -1.8% | -1.8% |
| 3M | +5.6% | -3.6% | +9.3% | +3.3% |
| 6M | +12.4% | +328.0% | -315.6% | -12.4% |
| YTD | +17.6% | +297.8% | -280.2% | -7.8% |
| 1Y | +23.5% | +339.4% | -315.9% | -5.2% |
| 3Y | +67.0% | +201.7% | -134.7% | +24.8% |
| 5Y | +80.5% | +32.8% | +47.8% | +45.1% |
| 10Y | +230.6% | +274.8% | -44.2% | +106.2% |
| All | +565.7% | +286.3% | +279.4% | +277.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling