+80.1%
MET vs VLTO
+54.8%
+25.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.7% |
| 7D | -1.2% | +5.4% | -6.6% | -3.2% |
| 30D | +3.2% | +22.3% | -19.1% | -4.8% |
| 3M | -1.1% | +19.6% | -20.7% | -8.0% |
| 6M | +25.0% | +35.2% | -10.1% | +10.4% |
| YTD | +27.9% | +17.9% | +10.0% | +19.5% |
| 1Y | +32.9% | +19.5% | +13.4% | +23.1% |
| 3Y | +78.8% | +73.9% | +4.9% | +52.8% |
| All | +80.1% | +54.8% | +25.2% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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