+961.1%
MELI vs VFC
-69.1%
+1,030.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.8% | -1.5% |
| 7D | -4.1% | -1.4% | -2.7% | -3.8% |
| 30D | +3.8% | -9.0% | +12.8% | +6.1% |
| 3M | +17.8% | -24.2% | +42.0% | +25.2% |
| 6M | +7.4% | -18.5% | +25.9% | +11.7% |
| YTD | -5.8% | -25.9% | +20.1% | +0.1% |
| 1Y | -18.9% | -13.0% | -5.9% | -18.1% |
| 3Y | +33.3% | -20.3% | +53.7% | +17.7% |
| 5Y | +2.7% | -78.1% | +80.8% | +54.6% |
| All | +961.1% | -69.1% | +1,030.2% | +1,328.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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