+242.5%
MET vs VFC
-70.4%
+312.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.6% |
| 7D | -2.5% | -3.3% | +0.8% | -1.5% |
| 30D | 0.0% | -14.0% | +14.0% | +4.7% |
| 3M | +13.1% | -22.6% | +35.6% | +20.8% |
| 6M | +39.0% | -24.7% | +63.7% | +48.7% |
| YTD | +25.2% | -29.0% | +54.2% | +36.0% |
| 1Y | +25.6% | -13.8% | +39.4% | +26.4% |
| 3Y | +67.1% | -28.2% | +95.3% | +51.8% |
| 5Y | +85.1% | -79.0% | +164.1% | +206.7% |
| All | +242.5% | -70.4% | +312.9% | +379.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling