+87.7%
MET vs VFC
-67.2%
+154.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.9% |
| 7D | +1.8% | +3.5% | -1.7% | +1.1% |
| 30D | +4.8% | +38.3% | -33.5% | -1.3% |
| 3M | +6.2% | +40.2% | -34.0% | -0.4% |
| 6M | +33.8% | +10.6% | +23.2% | +30.1% |
| YTD | +33.3% | +16.7% | +16.6% | +27.8% |
| 1Y | +36.3% | +45.0% | -8.6% | +25.4% |
| 3Y | +84.6% | +48.8% | +35.8% | +56.1% |
| 5Y | +87.7% | -67.6% | +155.2% | +152.9% |
| All | +87.7% | -67.2% | +154.9% | +152.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling