+25.6%
MET vs VFC
-15.3%
+41.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.4% | +1.5% |
| 7D | -2.5% | -4.0% | +1.5% | -1.8% |
| 30D | 0.0% | -14.6% | +14.6% | +2.6% |
| 3M | +13.1% | -23.1% | +36.2% | +17.2% |
| 6M | +39.0% | -25.2% | +64.2% | +43.8% |
| YTD | +25.2% | -29.5% | +54.7% | +31.7% |
| 1Y | +25.6% | -14.4% | +40.0% | +26.9% |
| All | +25.6% | -15.3% | +41.0% | +26.9% |
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 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