-55.7%
MED vs VT
+223.7%
-279.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +1.7% |
| 7D | +6.7% | +0.4% | +6.3% | +6.4% |
| 30D | +15.2% | -2.6% | +17.8% | +18.3% |
| 3M | +5.9% | -3.2% | +9.2% | +9.6% |
| 6M | +6.2% | +0.9% | +5.3% | +5.5% |
| YTD | +25.2% | +11.3% | +13.9% | +12.3% |
| 1Y | +12.1% | +14.0% | -1.9% | -2.0% |
| 3Y | -79.4% | +75.8% | -155.2% | -88.7% |
| 5Y | -93.3% | +57.8% | -151.2% | -95.9% |
| 10Y | -55.7% | +219.8% | -275.5% | -86.0% |
| All | -55.7% | +223.7% | -279.4% | -86.0% |
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