-99.5%
MEDS vs VT
+29.4%
-128.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | +2.6% | -19.1% | -19.3% |
| 7D | -46.2% | +0.4% | -46.5% | -46.3% |
| 30D | -66.7% | -2.6% | -64.1% | -65.5% |
| 3M | -50.5% | -3.2% | -47.3% | -48.4% |
| 6M | -76.5% | +0.9% | -77.5% | -77.2% |
| YTD | -95.1% | +11.3% | -106.4% | -95.9% |
| 1Y | -96.9% | +14.0% | -110.9% | -97.5% |
| All | -99.5% | +29.4% | -128.9% | -99.7% |
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