-59.6%
MEI vs VT
+221.8%
-281.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.4% |
| 7D | +9.9% | +2.4% | +7.6% | +6.9% |
| 30D | -16.7% | -1.5% | -15.2% | -13.2% |
| 3M | -29.0% | -4.1% | -24.9% | -23.2% |
| 6M | -14.1% | +0.6% | -14.7% | -11.7% |
| YTD | +81.9% | +11.0% | +70.8% | +66.5% |
| 1Y | +73.8% | +13.3% | +60.4% | +55.1% |
| 3Y | -41.6% | +73.4% | -115.0% | -67.8% |
| 5Y | -71.3% | +57.4% | -128.7% | -82.2% |
| All | -59.6% | +221.8% | -281.3% | -89.8% |
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