+79.0%
MFEM vs VT
+171.0%
-92.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +0.8% |
| 7D | -0.6% | -0.7% | +0.1% | +0.2% |
| 30D | -9.5% | -1.7% | -7.8% | -7.9% |
| 3M | -6.3% | -2.3% | -4.0% | -4.1% |
| 6M | -9.8% | +1.5% | -11.4% | -10.5% |
| YTD | +14.5% | +12.0% | +2.4% | +4.3% |
| 1Y | +14.6% | +12.9% | +1.7% | +3.7% |
| 3Y | +64.2% | +74.9% | -10.7% | -0.7% |
| 5Y | +38.3% | +59.9% | -21.6% | -9.5% |
| All | +79.0% | +171.0% | -92.0% | -32.0% |
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