-40.5%
MEXX vs VT
+185.3%
-225.8%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | -3.7% |
| 7D | +6.6% | +0.4% | +6.2% | +4.8% |
| 30D | +23.4% | -2.6% | +26.0% | +31.4% |
| 3M | -4.4% | -3.2% | -1.2% | +4.4% |
| 6M | -13.7% | +0.9% | -14.7% | -15.5% |
| YTD | +17.7% | +11.3% | +6.4% | -8.2% |
| 1Y | +29.6% | +14.0% | +15.6% | -5.3% |
| 3Y | +46.2% | +75.8% | -29.7% | -65.9% |
| 5Y | +78.3% | +57.8% | +20.5% | -36.7% |
| All | -40.5% | +185.3% | -225.8% | -93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling