+652.8%
FLEX vs MET
+198.1%
+454.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.5% |
| 7D | +2.2% | 0.0% | +2.2% | +2.6% |
| 30D | -32.6% | +3.4% | -36.0% | -34.1% |
| 3M | -35.5% | +7.0% | -42.5% | -38.6% |
| 6M | -45.6% | +34.6% | -80.2% | -56.2% |
| YTD | +30.7% | +34.0% | -3.2% | +4.8% |
| 1Y | +28.4% | +35.9% | -7.6% | +1.9% |
| 3Y | +301.7% | +85.5% | +216.2% | +154.8% |
| 5Y | +473.3% | +87.8% | +385.5% | +255.2% |
| All | +652.8% | +198.1% | +454.7% | +223.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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