+20.3%
MEAR vs VT
+223.7%
-203.3%
-2.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | +0.1% |
| 7D | +0.3% | +0.4% | -0.1% | +0.3% |
| 30D | +0.9% | -2.6% | +3.5% | +0.9% |
| 3M | +0.4% | -3.2% | +3.6% | +0.4% |
| 6M | +0.8% | +0.9% | -0.1% | +0.8% |
| YTD | +1.7% | +11.3% | -9.6% | +1.6% |
| 1Y | +2.2% | +14.0% | -11.8% | +2.1% |
| 3Y | +10.1% | +75.8% | -65.7% | +9.6% |
| 5Y | +13.4% | +57.8% | -44.4% | +12.9% |
| 10Y | +20.3% | +219.8% | -199.5% | +21.0% |
| All | +20.3% | +223.7% | -203.3% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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