+1,209.8%
MET vs VFC
+361.1%
+848.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.6% |
| 7D | +1.2% | -1.6% | +2.8% | +1.8% |
| 30D | +1.4% | -11.6% | +13.0% | +6.8% |
| 3M | +17.7% | -18.1% | +35.8% | +25.8% |
| 6M | +35.0% | -27.4% | +62.3% | +50.4% |
| YTD | +26.3% | -24.8% | +51.1% | +37.8% |
| 1Y | +22.8% | -8.2% | +31.0% | +19.7% |
| 3Y | +65.9% | -29.1% | +95.0% | +42.9% |
| 5Y | +85.4% | -79.2% | +164.5% | +199.5% |
| 10Y | +253.7% | -68.1% | +321.8% | +310.1% |
| All | +1,209.8% | +361.1% | +848.7% | +305.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling