-71.2%
MEI vs VT
+57.0%
-128.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.4% |
| 7D | +9.9% | +2.4% | +7.6% | +6.5% |
| 30D | -16.7% | -1.5% | -15.2% | -12.8% |
| 3M | -29.0% | -4.1% | -24.9% | -22.6% |
| 6M | -14.1% | +0.6% | -14.7% | -11.5% |
| YTD | +81.9% | +11.0% | +70.8% | +65.8% |
| 1Y | +73.8% | +13.3% | +60.4% | +54.3% |
| 3Y | -41.6% | +73.4% | -115.0% | -66.6% |
| All | -71.2% | +57.0% | -128.2% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling