+3.4%
MELI vs VG
-34.8%
+38.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.6% |
| 7D | -4.3% | +7.0% | -11.3% | -4.2% |
| 30D | -1.7% | +17.2% | -19.0% | -1.6% |
| 3M | +20.0% | +16.8% | +3.2% | +20.2% |
| 6M | +9.4% | +36.3% | -26.9% | +7.8% |
| YTD | -5.4% | +127.9% | -133.3% | -10.3% |
| 1Y | -18.8% | +11.7% | -30.6% | -19.9% |
| All | +3.4% | -34.8% | +38.2% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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