-57.3%
MEI vs VT
+217.6%
-274.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -1.6% |
| 7D | -21.1% | -0.1% | -20.9% | -19.9% |
| 30D | -23.5% | -3.1% | -20.4% | -18.5% |
| 3M | -27.3% | -3.5% | -23.8% | -22.1% |
| 6M | +24.0% | +0.5% | +23.5% | +27.9% |
| YTD | +82.3% | +10.8% | +71.6% | +67.3% |
| 1Y | +79.4% | +11.9% | +67.5% | +62.6% |
| 3Y | -42.3% | +73.0% | -115.3% | -68.1% |
| 5Y | -70.8% | +58.6% | -129.4% | -82.1% |
| 10Y | -57.3% | +219.2% | -276.4% | -88.8% |
| All | -57.3% | +217.6% | -274.9% | -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