+82.3%
MET vs VFC
-78.7%
+160.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.6% |
| 7D | -0.8% | -2.3% | +1.6% | -0.3% |
| 30D | -1.4% | -13.4% | +12.0% | +1.2% |
| 3M | +12.5% | -23.7% | +36.2% | +17.5% |
| 6M | +37.1% | -24.5% | +61.5% | +42.8% |
| YTD | +23.8% | -27.8% | +51.6% | +30.0% |
| 1Y | +24.1% | -13.5% | +37.6% | +25.1% |
| 3Y | +65.2% | -27.1% | +92.3% | +60.2% |
| 5Y | +82.3% | -79.0% | +161.3% | +161.9% |
| All | +82.3% | -78.7% | +160.9% | +161.9% |
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