+409.6%
VUG vs MTB
+172.9%
+236.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.7% |
| 7D | -1.9% | -0.4% | -1.4% | -1.8% |
| 30D | -1.6% | -4.6% | +3.0% | -0.3% |
| 3M | +4.4% | +7.4% | -3.0% | +2.2% |
| 6M | +13.2% | +18.7% | -5.5% | +7.6% |
| YTD | +7.5% | +21.1% | -13.6% | +1.5% |
| 1Y | +12.5% | +24.1% | -11.6% | +5.3% |
| 3Y | +86.0% | +115.3% | -29.4% | +47.5% |
| 5Y | +76.5% | +106.0% | -29.5% | +39.5% |
| All | +409.6% | +172.9% | +236.7% | +266.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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