+1,250.4%
VUG vs MTB
+414.5%
+835.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.1% | +1.7% | -1.8% | -0.6% |
| 30D | -0.3% | -4.2% | +3.9% | +1.0% |
| 3M | -0.7% | +8.9% | -9.6% | -3.4% |
| 6M | +14.6% | +10.9% | +3.8% | +10.7% |
| YTD | +9.0% | +21.5% | -12.5% | +2.1% |
| 1Y | +14.9% | +21.9% | -7.1% | +7.3% |
| 3Y | +86.0% | +109.2% | -23.2% | +44.6% |
| 5Y | +76.7% | +102.0% | -25.3% | +35.4% |
| 10Y | +411.3% | +171.9% | +239.4% | +228.7% |
| All | +1,250.4% | +414.5% | +835.9% | +540.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling