-57.7%
MED vs VT
+215.5%
-273.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.4% |
| 7D | +5.4% | -2.3% | +7.7% | +8.0% |
| 30D | +12.0% | -5.0% | +16.9% | +17.9% |
| 3M | +5.7% | -4.9% | +10.6% | +11.3% |
| 6M | +0.9% | -1.5% | +2.5% | +2.8% |
| YTD | +19.9% | +8.5% | +11.5% | +10.5% |
| 1Y | +8.6% | +11.4% | -2.8% | -2.8% |
| 3Y | -81.9% | +70.1% | -151.9% | -89.7% |
| 5Y | -93.6% | +53.7% | -147.3% | -95.9% |
| All | -57.7% | +215.5% | -273.2% | -86.3% |
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