+30.5%
MET vs VFC
+36.5%
-6.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +1.9% | -0.5% |
| 7D | +2.1% | -1.4% | +3.6% | +2.4% |
| 30D | +1.8% | +24.6% | -22.8% | -2.2% |
| 3M | +6.0% | +38.4% | -32.4% | -0.2% |
| 6M | +31.1% | +15.3% | +15.8% | +26.8% |
| YTD | +32.6% | +12.7% | +19.8% | +28.0% |
| 1Y | +30.5% | +32.7% | -2.2% | +19.6% |
| All | +30.5% | +36.5% | -6.0% | +19.6% |
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