+85.1%
MET vs VIVK
-100.0%
+185.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +1.1% |
| 7D | -2.5% | -9.5% | +7.0% | -2.4% |
| 30D | 0.0% | -35.1% | +35.1% | +0.4% |
| 3M | +13.1% | -93.4% | +106.4% | +15.2% |
| 6M | +39.0% | -98.0% | +137.0% | +42.2% |
| YTD | +25.2% | -97.9% | +123.0% | +27.1% |
| 1Y | +25.6% | -100.0% | +125.6% | +32.6% |
| 3Y | +67.1% | -100.0% | +167.1% | +74.2% |
| 5Y | +85.1% | -100.0% | +185.1% | +95.3% |
| All | +85.1% | -100.0% | +185.1% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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