+34.0%
MELI vs VFC
-28.4%
+62.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.7% |
| 7D | -4.3% | -3.3% | -1.0% | -4.0% |
| 30D | -1.7% | -14.0% | +12.3% | -0.4% |
| 3M | +20.0% | -22.6% | +42.6% | +22.5% |
| 6M | +9.4% | -24.7% | +34.1% | +11.9% |
| YTD | -5.4% | -29.0% | +23.6% | -2.7% |
| 1Y | -18.8% | -13.8% | -5.1% | -17.8% |
| All | +34.0% | -28.4% | +62.3% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling