+31.2%
MFEM vs VT
+53.4%
-22.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.7% |
| 7D | -5.4% | -2.3% | -3.1% | -3.4% |
| 30D | -14.3% | -5.0% | -9.3% | -10.4% |
| 3M | -9.6% | -4.9% | -4.7% | -5.4% |
| 6M | -12.9% | -1.5% | -11.3% | -11.0% |
| YTD | +9.4% | +8.5% | +0.9% | +3.8% |
| 1Y | +11.3% | +11.4% | -0.1% | +3.5% |
| 3Y | +55.2% | +70.1% | -14.9% | +5.0% |
| All | +31.2% | +53.4% | -22.2% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling