+198.0%
MET vs VCIT
+30.3%
+167.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +1.0% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | +4.8% | +1.1% | +3.7% | +4.3% |
| 3M | +6.2% | -1.4% | +7.6% | +6.8% |
| 6M | +33.8% | -2.3% | +36.1% | +35.1% |
| YTD | +33.3% | -1.8% | +35.1% | +34.3% |
| 1Y | +36.3% | -1.0% | +37.3% | +36.9% |
| 3Y | +84.6% | +19.3% | +65.3% | +71.7% |
| 5Y | +87.7% | +3.8% | +83.9% | +83.7% |
| 10Y | +198.0% | +30.6% | +167.4% | +280.9% |
| All | +198.0% | +30.3% | +167.7% | +280.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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