+961.1%
MELI vs VICR
+1,679.8%
-718.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.2% | -11.6% | -2.8% |
| 7D | -4.1% | +5.0% | -9.1% | -5.2% |
| 30D | +3.8% | -12.5% | +16.3% | +5.7% |
| 3M | +17.8% | -33.6% | +51.4% | +23.9% |
| 6M | +7.4% | +10.7% | -3.2% | -3.9% |
| YTD | -5.8% | +80.6% | -86.4% | -26.5% |
| 1Y | -18.9% | +288.4% | -307.2% | -49.0% |
| 3Y | +33.3% | +213.8% | -180.5% | -19.3% |
| 5Y | +2.7% | +58.8% | -56.1% | -32.9% |
| All | +961.1% | +1,679.8% | -718.7% | +314.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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