+423.2%
MET vs VCLT
+103.4%
+319.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +1.2% | -0.5% | +1.7% | +1.1% |
| 30D | +1.4% | -0.9% | +2.3% | +1.3% |
| 3M | +17.7% | -3.2% | +20.9% | +17.2% |
| 6M | +35.0% | -3.8% | +38.8% | +34.3% |
| YTD | +26.3% | -2.0% | +28.3% | +26.0% |
| 1Y | +22.8% | -0.8% | +23.6% | +22.7% |
| 3Y | +65.9% | +12.3% | +53.7% | +68.9% |
| 5Y | +85.4% | -15.4% | +100.8% | +73.6% |
| 10Y | +253.7% | +15.7% | +238.0% | +299.0% |
| All | +423.2% | +103.4% | +319.8% | +863.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling