+18.4%
MEGI vs VT
+64.6%
-46.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | +1.2% | -0.1% | +1.3% | +1.3% |
| 30D | -2.0% | -0.7% | -1.4% | -1.6% |
| 3M | +0.9% | +4.0% | -3.1% | -1.8% |
| 6M | +4.1% | +12.3% | -8.2% | -4.1% |
| YTD | +14.3% | +14.0% | +0.3% | +4.1% |
| 1Y | +13.6% | +20.3% | -6.7% | -0.3% |
| 3Y | +57.5% | +75.4% | -17.9% | +4.2% |
| All | +18.4% | +64.6% | -46.2% | -22.1% |
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