+194.4%
MET vs FN
+700.1%
-505.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.3% | +8.1% | +1.9% |
| 7D | +4.5% | +0.3% | +4.2% | +4.2% |
| 30D | +3.5% | -16.5% | +20.1% | +5.5% |
| 3M | +5.9% | -42.1% | +48.0% | +13.6% |
| 6M | +33.1% | -52.9% | +85.9% | +45.6% |
| YTD | +33.6% | -28.0% | +61.5% | +31.2% |
| 1Y | +32.7% | -18.5% | +51.2% | +26.3% |
| 3Y | +85.0% | +93.9% | -8.8% | +33.5% |
| 5Y | +85.6% | +170.5% | -84.9% | +16.9% |
| All | +194.4% | +700.1% | -505.7% | +42.1% |
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