+296.3%
MET vs VIG
+655.8%
-359.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +4.5% | +3.5% | +1.0% | -1.4% |
| 30D | +3.5% | +4.9% | -1.4% | -4.6% |
| 3M | +5.9% | +2.5% | +3.4% | +1.5% |
| 6M | +33.1% | +11.0% | +22.0% | +11.3% |
| YTD | +33.6% | +16.0% | +17.6% | +3.9% |
| 1Y | +32.7% | +17.5% | +15.1% | +0.8% |
| 3Y | +85.0% | +67.0% | +18.1% | -22.5% |
| 5Y | +85.6% | +64.8% | +20.8% | -22.4% |
| 10Y | +198.8% | +263.6% | -64.7% | -70.8% |
| All | +296.3% | +655.8% | -359.5% | -89.0% |
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