-59.7%
MEI vs VT
+215.5%
-275.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.7% | +5.6% |
| 7D | -26.9% | -2.3% | -24.6% | -23.7% |
| 30D | -28.5% | -5.0% | -23.6% | -22.0% |
| 3M | -34.5% | -4.9% | -29.6% | -28.7% |
| 6M | +16.7% | -1.5% | +18.3% | +23.5% |
| YTD | +65.4% | +8.5% | +56.9% | +55.8% |
| 1Y | +69.0% | +11.4% | +57.6% | +54.0% |
| 3Y | -49.8% | +70.1% | -119.9% | -71.6% |
| 5Y | -73.6% | +53.7% | -127.3% | -83.2% |
| All | -59.7% | +215.5% | -275.3% | -88.9% |
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