+198.0%
MET vs FN
+772.0%
-574.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.8% | +5.5% | +1.5% |
| 7D | +1.8% | -4.1% | +5.8% | +2.0% |
| 30D | +4.8% | -28.3% | +33.1% | +9.5% |
| 3M | +6.2% | -33.9% | +40.1% | +11.4% |
| 6M | +33.8% | -43.9% | +77.7% | +41.8% |
| YTD | +33.3% | -23.4% | +56.7% | +29.8% |
| 1Y | +36.3% | -25.4% | +61.7% | +32.6% |
| 3Y | +84.6% | +107.9% | -23.3% | +31.8% |
| 5Y | +87.7% | +195.1% | -107.4% | +16.4% |
| 10Y | +198.0% | +794.1% | -596.1% | +44.5% |
| All | +198.0% | +772.0% | -574.0% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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