+293.3%
MET vs VIG
+655.7%
-362.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +2.1% | +3.1% | -1.0% | -3.0% |
| 30D | +1.8% | +5.0% | -3.2% | -6.3% |
| 3M | +6.0% | +2.7% | +3.3% | +1.3% |
| 6M | +31.1% | +11.0% | +20.2% | +9.8% |
| YTD | +32.6% | +16.0% | +16.6% | +3.1% |
| 1Y | +30.5% | +16.3% | +14.2% | +1.0% |
| 3Y | +83.6% | +66.8% | +16.7% | -22.9% |
| 5Y | +84.2% | +64.8% | +19.4% | -23.0% |
| 10Y | +196.6% | +263.6% | -67.0% | -71.0% |
| All | +293.3% | +655.7% | -362.5% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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