-40.4%
MEXX vs VT
+195.7%
-236.0%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.4% | +0.4% | 0.0% | -0.7% |
| 30D | -0.9% | +1.0% | -1.9% | -3.5% |
| 3M | -3.6% | +2.4% | -6.0% | -8.9% |
| 6M | -11.5% | +12.0% | -23.5% | -33.0% |
| YTD | +18.0% | +15.3% | +2.6% | -16.3% |
| 1Y | +55.9% | +22.6% | +33.3% | -6.3% |
| 3Y | +14.1% | +74.7% | -60.6% | -72.3% |
| 5Y | +71.5% | +66.1% | +5.4% | -47.1% |
| All | -40.4% | +195.7% | -236.0% | -93.8% |
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