+33.0%
MET vs VFC
+52.5%
-19.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.2% | +1.4% |
| 7D | +3.9% | +21.5% | -17.6% | +0.2% |
| 30D | +6.8% | +46.7% | -39.8% | -0.5% |
| 3M | +7.7% | +38.4% | -30.7% | +1.3% |
| 6M | +32.9% | +15.2% | +17.7% | +28.8% |
| YTD | +33.9% | +17.8% | +16.1% | +28.2% |
| 1Y | +33.0% | +55.6% | -22.6% | +17.3% |
| All | +33.0% | +52.5% | -19.5% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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