+20.7%
MEAR vs VT
+211.1%
-190.4%
-2.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | 0.0% |
| 7D | -0.1% | -4.2% | +4.1% | 0.0% |
| 30D | +0.8% | -5.8% | +6.6% | +0.9% |
| 3M | 0.0% | -5.2% | +5.2% | 0.0% |
| 6M | +0.5% | +0.1% | +0.4% | +0.5% |
| YTD | +1.3% | +8.2% | -6.9% | +1.2% |
| 1Y | +1.8% | +10.1% | -8.3% | +1.7% |
| 3Y | +9.9% | +69.7% | -59.8% | +9.4% |
| 5Y | +13.0% | +53.4% | -40.4% | +12.6% |
| 10Y | +19.7% | +219.2% | -199.5% | +18.8% |
| All | +20.7% | +211.1% | -190.4% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling