+220.2%
MET vs FN
+753.0%
-532.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +11.7% | -13.1% | -3.3% |
| 7D | -1.2% | 0.0% | -1.1% | -1.7% |
| 30D | +3.2% | -34.3% | +37.5% | +9.4% |
| 3M | -1.1% | -39.9% | +38.8% | +5.4% |
| 6M | +25.0% | -51.8% | +76.9% | +36.2% |
| YTD | +27.9% | -28.1% | +56.0% | +25.9% |
| 1Y | +32.9% | -29.1% | +61.9% | +30.3% |
| 3Y | +78.8% | +102.4% | -23.7% | +28.1% |
| 5Y | +79.6% | +171.7% | -92.1% | +13.7% |
| All | +220.2% | +753.0% | -532.8% | +60.1% |
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