+124.9%
MEOH vs VT
+222.7%
-97.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.0% |
| 7D | +1.8% | +0.4% | +1.4% | +1.1% |
| 30D | +13.1% | +1.0% | +12.1% | +11.3% |
| 3M | -3.0% | +2.4% | -5.4% | -7.3% |
| 6M | +10.9% | +12.0% | -1.1% | -9.1% |
| YTD | +48.9% | +15.3% | +33.5% | +16.8% |
| 1Y | +60.9% | +22.6% | +38.3% | +15.2% |
| 3Y | +42.7% | +74.7% | -32.0% | -39.1% |
| 5Y | +68.2% | +66.1% | +2.1% | -22.6% |
| All | +124.9% | +222.7% | -97.8% | -60.2% |
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