+2.4%
MELI vs VFC
-78.2%
+80.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.8% | -1.4% |
| 7D | -4.1% | -1.4% | -2.7% | -3.8% |
| 30D | +3.8% | -9.0% | +12.8% | +5.7% |
| 3M | +17.8% | -24.2% | +42.0% | +23.9% |
| 6M | +7.4% | -18.5% | +25.9% | +11.1% |
| YTD | -5.8% | -25.9% | +20.1% | -0.8% |
| 1Y | -18.9% | -13.0% | -5.9% | -18.0% |
| 3Y | +33.3% | -20.3% | +53.7% | +19.5% |
| All | +2.4% | -78.2% | +80.6% | +121.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling