-95.5%
MREO vs VT
+140.1%
-235.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +1.0% |
| 7D | +1.7% | +0.4% | +1.4% | +1.5% |
| 30D | -15.7% | -2.6% | -13.1% | -12.6% |
| 3M | -0.3% | -3.2% | +2.9% | +4.0% |
| 6M | +18.0% | +0.9% | +17.1% | +16.7% |
| YTD | -29.3% | +11.3% | -40.6% | -38.5% |
| 1Y | -83.6% | +14.0% | -97.6% | -85.7% |
| 3Y | -85.7% | +75.8% | -161.6% | -92.6% |
| 5Y | -87.6% | +57.8% | -145.4% | -92.4% |
| All | -95.5% | +140.1% | -235.5% | -98.1% |
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