+9.4%
MEMA vs VT
+10.5%
-1.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -0.8% |
| 7D | +6.8% | +2.9% | +3.9% | +2.0% |
| 30D | -7.6% | -2.5% | -5.0% | -3.4% |
| 3M | -8.1% | -3.3% | -4.8% | -2.5% |
| 6M | -10.0% | +1.5% | -11.6% | -11.3% |
| YTD | +9.2% | +11.4% | -2.2% | -4.4% |
| All | +9.4% | +10.5% | -1.2% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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