+78.7%
MFEM vs VT
+173.0%
-94.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | -0.5% |
| 7D | -4.6% | -0.3% | -4.3% | -4.3% |
| 30D | -11.2% | -1.4% | -9.7% | -9.9% |
| 3M | -6.3% | -1.4% | -4.9% | -5.0% |
| 6M | -4.9% | +5.5% | -10.3% | -8.9% |
| YTD | +14.2% | +12.8% | +1.4% | +3.3% |
| 1Y | +17.4% | +15.4% | +2.0% | +4.0% |
| 3Y | +63.4% | +76.9% | -13.5% | -2.3% |
| 5Y | +39.3% | +60.4% | -21.1% | -9.1% |
| All | +78.7% | +173.0% | -94.3% | -32.6% |
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