+101.1%
MFEM vs VT
+179.0%
-77.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +2.1% | +0.4% | +1.6% | +1.7% |
| 30D | +5.5% | +1.0% | +4.5% | +4.6% |
| 3M | -0.8% | +2.4% | -3.2% | -2.6% |
| 6M | +15.0% | +12.0% | +3.0% | +4.4% |
| YTD | +28.6% | +15.3% | +13.3% | +13.8% |
| 1Y | +39.6% | +22.6% | +17.0% | +17.0% |
| 3Y | +77.5% | +74.7% | +2.8% | +7.2% |
| 5Y | +50.7% | +66.1% | -15.4% | -5.0% |
| All | +101.1% | +179.0% | -77.9% | -25.8% |
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 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