+119.0%
MEI vs VT
+374.2%
-255.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -13.8% | +0.4% | -14.3% | -14.6% |
| 30D | -9.1% | +1.0% | -10.1% | -10.4% |
| 3M | +23.8% | +2.4% | +21.4% | +21.3% |
| 6M | +89.2% | +12.0% | +77.2% | +66.6% |
| YTD | +140.4% | +15.3% | +125.0% | +104.1% |
| 1Y | +129.0% | +22.6% | +106.4% | +80.3% |
| 3Y | -43.2% | +74.7% | -117.9% | -70.7% |
| 5Y | -56.4% | +66.1% | -122.6% | -76.3% |
| 10Y | -45.3% | +225.0% | -270.3% | -87.5% |
| All | +119.0% | +374.2% | -255.2% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling