+241.6%
MET vs VO
+193.0%
+48.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +1.1% |
| 7D | -0.8% | -0.6% | -0.2% | -0.1% |
| 30D | -1.4% | -1.9% | +0.5% | +0.8% |
| 3M | +12.5% | +3.3% | +9.3% | +8.2% |
| 6M | +37.1% | +9.7% | +27.4% | +22.9% |
| YTD | +23.8% | +12.6% | +11.2% | +7.7% |
| 1Y | +24.1% | +13.6% | +10.5% | +6.8% |
| 3Y | +65.2% | +56.8% | +8.4% | -1.2% |
| 5Y | +82.3% | +42.3% | +40.0% | +19.9% |
| 10Y | +241.6% | +199.2% | +42.4% | -4.3% |
| All | +241.6% | +193.0% | +48.6% | -4.3% |
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