+1,835.3%
MEDP vs VT
+224.4%
+1,610.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -1.4% |
| 7D | +1.2% | -0.7% | +1.9% | +2.0% |
| 30D | +7.2% | -1.7% | +9.0% | +9.5% |
| 3M | +9.8% | -2.3% | +12.1% | +12.8% |
| 6M | +59.3% | +1.5% | +57.8% | +54.5% |
| YTD | +18.4% | +12.0% | +6.3% | +1.0% |
| 1Y | +10.3% | +12.9% | -2.6% | -6.8% |
| 3Y | +141.4% | +74.9% | +66.5% | +16.0% |
| 5Y | +200.8% | +59.9% | +140.9% | +64.2% |
| 10Y | +1,835.3% | +224.6% | +1,610.7% | +367.4% |
| All | +1,835.3% | +224.4% | +1,610.9% | +367.4% |
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