+437.8%
MET vs VCIT
+96.6%
+341.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.0% |
| 7D | -0.5% | +0.5% | -0.9% | -0.4% |
| 30D | +3.3% | +2.1% | +1.2% | +3.5% |
| 3M | +4.2% | -1.6% | +5.8% | +4.0% |
| 6M | +27.3% | -1.6% | +28.9% | +27.1% |
| YTD | +29.8% | -1.5% | +31.3% | +29.5% |
| 1Y | +30.2% | -0.4% | +30.6% | +30.2% |
| 3Y | +77.6% | +19.6% | +58.0% | +83.1% |
| 5Y | +82.3% | +3.3% | +79.0% | +76.0% |
| 10Y | +233.0% | +28.9% | +204.1% | +293.1% |
| All | +437.8% | +96.6% | +341.2% | +931.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling