+199.7%
MET vs VO
+202.1%
-2.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -1.0% |
| 7D | 0.0% | +0.2% | -0.2% | -0.2% |
| 30D | +3.4% | +2.0% | +1.4% | +1.1% |
| 3M | +7.0% | -0.3% | +7.3% | +7.3% |
| 6M | +34.6% | +7.3% | +27.4% | +23.7% |
| YTD | +34.0% | +15.0% | +19.0% | +13.7% |
| 1Y | +35.9% | +14.7% | +21.2% | +15.7% |
| 3Y | +85.5% | +67.3% | +18.2% | +2.8% |
| 5Y | +87.8% | +38.8% | +48.9% | +27.9% |
| 10Y | +199.7% | +201.6% | -1.9% | -17.1% |
| All | +199.7% | +202.1% | -2.4% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling