-55.1%
MEI vs VT
+224.4%
-279.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.1% | +5.9% | +5.5% |
| 7D | -4.3% | -0.7% | -3.6% | -1.6% |
| 30D | -16.4% | -1.7% | -14.6% | -12.6% |
| 3M | -23.9% | -2.3% | -21.6% | -19.8% |
| 6M | +33.7% | +1.5% | +32.2% | +36.1% |
| YTD | +95.3% | +12.0% | +83.2% | +76.4% |
| 1Y | +97.0% | +12.9% | +84.2% | +76.5% |
| 3Y | -38.2% | +74.9% | -113.2% | -66.3% |
| 5Y | -69.4% | +59.9% | -129.3% | -81.4% |
| 10Y | -55.1% | +224.6% | -279.8% | -88.8% |
| All | -55.1% | +224.4% | -279.5% | -88.8% |
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