+32.7%
MET vs VCLT
-4.7%
+37.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +4.5% | -2.3% | +6.7% | +5.7% |
| 30D | +3.5% | +0.8% | +2.8% | +3.4% |
| 3M | +5.9% | -2.7% | +8.6% | +7.1% |
| 6M | +33.1% | -4.3% | +37.4% | +35.1% |
| YTD | +33.6% | -4.3% | +37.9% | +34.7% |
| 1Y | +32.7% | -4.4% | +37.0% | +34.0% |
| All | +32.7% | -4.7% | +37.3% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling