-12.3%
MFEM vs VT
+0.4%
-12.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.1% | -1.8% | +0.7% |
| 7D | -8.7% | -4.2% | -4.5% | -2.2% |
| 30D | -16.5% | -5.8% | -10.7% | -7.8% |
| 3M | -11.8% | -5.2% | -6.5% | -3.6% |
| 6M | -12.3% | +0.1% | -12.5% | -12.8% |
| All | -12.3% | +0.4% | -12.8% | -12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling