+64.9%
MET vs VO
+57.7%
+7.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.5% |
| 7D | +1.1% | +0.6% | +0.5% | +0.5% |
| 30D | -2.3% | -1.1% | -1.3% | -1.1% |
| 3M | +13.9% | +4.5% | +9.3% | +8.1% |
| 6M | +34.8% | +11.1% | +23.7% | +19.1% |
| YTD | +23.5% | +13.5% | +10.0% | +6.5% |
| 1Y | +23.4% | +14.5% | +8.9% | +5.3% |
| 3Y | +64.9% | +58.1% | +6.8% | +3.3% |
| All | +64.9% | +57.7% | +7.1% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling