-95.3%
MREO vs VT
+140.2%
-235.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | +0.1% |
| 7D | +8.9% | +2.9% | +6.0% | +5.2% |
| 30D | -4.7% | -2.5% | -2.2% | -1.3% |
| 3M | +0.7% | -3.3% | +4.0% | +5.1% |
| 6M | +24.0% | +1.5% | +22.5% | +21.8% |
| YTD | -26.9% | +11.4% | -38.2% | -36.4% |
| 1Y | -83.4% | +11.9% | -95.3% | -85.2% |
| 3Y | -85.3% | +73.9% | -159.2% | -92.3% |
| 5Y | -86.7% | +57.9% | -144.6% | -92.0% |
| All | -95.3% | +140.2% | -235.5% | -98.0% |
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