+180.9%
MED vs VT
+374.2%
-193.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +3.7% | +0.4% | +3.2% | +3.2% |
| 30D | +2.9% | +1.0% | +1.9% | +1.9% |
| 3M | +2.9% | +2.4% | +0.6% | +0.8% |
| 6M | +17.9% | +12.0% | +5.9% | +5.4% |
| YTD | +18.3% | +15.3% | +2.9% | +2.6% |
| 1Y | -8.8% | +22.6% | -31.4% | -25.6% |
| 3Y | -84.7% | +74.7% | -159.3% | -91.3% |
| 5Y | -94.0% | +66.1% | -160.1% | -96.4% |
| 10Y | -56.0% | +225.0% | -281.0% | -86.4% |
| All | +180.9% | +374.2% | -193.3% | -37.2% |
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