+21.1%
MELI vs VLTO
+56.4%
-35.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -1.2% | +1.0% | -2.2% | -1.6% |
| 30D | -18.9% | +17.5% | -36.4% | -23.5% |
| 3M | -18.4% | +21.4% | -39.8% | -24.0% |
| 6M | -4.5% | +38.1% | -42.6% | -15.0% |
| YTD | -26.0% | +19.0% | -45.0% | -31.1% |
| 1Y | -26.6% | +20.7% | -47.2% | -31.9% |
| 3Y | +8.2% | +64.3% | -56.1% | -7.7% |
| All | +21.1% | +56.4% | -35.3% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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