-56.7%
MED vs VT
+224.4%
-281.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | -0.4% |
| 7D | -0.2% | -0.7% | +0.5% | +0.6% |
| 30D | +13.0% | -1.7% | +14.7% | +15.1% |
| 3M | +12.7% | -2.3% | +15.0% | +15.5% |
| 6M | +5.9% | +1.5% | +4.4% | +4.6% |
| YTD | +22.9% | +12.0% | +10.9% | +9.6% |
| 1Y | +12.7% | +12.9% | -0.2% | -0.4% |
| 3Y | -79.9% | +74.9% | -154.9% | -89.0% |
| 5Y | -93.6% | +59.9% | -153.5% | -96.1% |
| 10Y | -56.7% | +224.6% | -281.3% | -86.8% |
| All | -56.7% | +224.4% | -281.0% | -86.8% |
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 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