+6,694.2%
MELI vs VFC
+3.1%
+6,691.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -1.7% |
| 7D | -6.5% | -2.3% | -4.1% | -5.6% |
| 30D | +2.8% | -13.4% | +16.2% | +8.5% |
| 3M | +14.3% | -23.7% | +38.0% | +25.0% |
| 6M | +6.0% | -24.5% | +30.5% | +15.7% |
| YTD | -6.8% | -27.8% | +21.0% | +3.0% |
| 1Y | -20.9% | -13.5% | -7.5% | -20.3% |
| 3Y | +31.4% | -27.1% | +58.5% | +9.7% |
| 5Y | -0.4% | -79.0% | +78.6% | +65.4% |
| 10Y | +951.2% | -68.7% | +1,019.9% | +1,025.8% |
| All | +6,694.2% | +3.1% | +6,691.1% | +2,504.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling