+514.9%
MET vs VO
+822.3%
-307.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.7% | -0.3% |
| 7D | +1.3% | -0.1% | +1.5% | +1.5% |
| 30D | +4.0% | +0.5% | +3.5% | +3.3% |
| 3M | +4.6% | -1.0% | +5.6% | +6.0% |
| 6M | +32.8% | +6.4% | +26.4% | +21.3% |
| YTD | +32.3% | +13.6% | +18.7% | +10.5% |
| 1Y | +37.1% | +14.5% | +22.7% | +13.3% |
| 3Y | +86.8% | +67.2% | +19.6% | -8.4% |
| 5Y | +87.4% | +36.1% | +51.3% | +17.5% |
| 10Y | +209.9% | +199.3% | +10.6% | -37.2% |
| All | +514.9% | +822.3% | -307.4% | -69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling