+4,108.7%
MELI vs VCIT
+98.3%
+4,010.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.6% | -0.3% | +1.0% | +0.9% |
| 30D | +2.9% | -0.8% | +3.7% | +3.6% |
| 3M | +21.0% | -1.0% | +22.0% | +22.2% |
| 6M | +11.8% | -1.8% | +13.7% | +13.8% |
| YTD | -1.8% | -0.7% | -1.1% | -1.0% |
| 1Y | -18.2% | +1.0% | -19.2% | -18.8% |
| 3Y | +39.2% | +18.8% | +20.3% | +20.0% |
| 5Y | +1.7% | +3.5% | -1.8% | -8.5% |
| 10Y | +967.1% | +29.2% | +937.8% | +910.6% |
| All | +4,108.7% | +98.3% | +4,010.5% | +7,051.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded VCIT 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling