+241.6%
MET vs FE
+110.4%
+131.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | -1.4% | -1.2% | -0.2% | -0.9% |
| 3M | +12.5% | +1.7% | +10.9% | +11.7% |
| 6M | +37.1% | -7.5% | +44.6% | +40.9% |
| YTD | +23.8% | +6.3% | +17.5% | +20.1% |
| 1Y | +24.1% | +10.9% | +13.3% | +18.4% |
| 3Y | +65.2% | +46.9% | +18.3% | +38.4% |
| 5Y | +82.3% | +47.6% | +34.7% | +50.7% |
| 10Y | +241.6% | +114.5% | +127.1% | +191.7% |
| All | +241.6% | +110.4% | +131.2% | +191.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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