+128.7%
MEOH vs VT
+221.8%
-93.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +1.0% |
| 7D | +6.3% | +2.4% | +3.9% | +2.8% |
| 30D | +11.2% | -1.5% | +12.7% | +12.4% |
| 3M | +30.4% | -4.1% | +34.6% | +36.1% |
| 6M | +11.7% | +0.6% | +11.1% | +7.5% |
| YTD | +79.3% | +11.0% | +68.2% | +46.2% |
| 1Y | +90.2% | +13.3% | +76.8% | +50.2% |
| 3Y | +75.2% | +73.4% | +1.8% | -25.8% |
| 5Y | +67.0% | +57.4% | +9.6% | -18.0% |
| All | +128.7% | +221.8% | -93.0% | -60.0% |
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