+22.4%
MELI vs VSXY
+37.5%
-15.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.5% | -0.9% |
| 7D | -4.1% | +0.1% | -4.2% | -4.2% |
| 30D | +3.8% | -18.7% | +22.5% | +6.8% |
| 3M | +17.8% | -4.0% | +21.8% | +17.8% |
| 6M | +7.4% | +67.5% | -60.0% | -4.3% |
| YTD | -5.8% | +39.7% | -45.5% | -14.2% |
| 1Y | -18.9% | +180.0% | -198.8% | -36.1% |
| 3Y | +33.3% | +337.3% | -303.9% | -19.3% |
| 5Y | +2.7% | +22.7% | -20.0% | -12.4% |
| All | +22.4% | +37.5% | -15.1% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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