+199.7%
MET vs VT
+224.4%
-24.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | -0.9% |
| 7D | 0.0% | -0.7% | +0.7% | +0.8% |
| 30D | +3.4% | -1.7% | +5.1% | +5.4% |
| 3M | +7.0% | -2.3% | +9.3% | +9.7% |
| 6M | +34.6% | +1.5% | +33.1% | +30.7% |
| YTD | +34.0% | +12.0% | +21.9% | +14.9% |
| 1Y | +35.9% | +12.9% | +23.1% | +15.5% |
| 3Y | +85.5% | +74.9% | +10.5% | -9.2% |
| 5Y | +87.8% | +59.9% | +27.8% | +2.8% |
| 10Y | +199.7% | +224.6% | -24.9% | -30.7% |
| All | +199.7% | +224.4% | -24.7% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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