+244.4%
MET vs VT
+374.2%
-129.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.2% | +0.4% | +0.7% | +0.5% |
| 30D | +1.4% | +1.0% | +0.4% | -0.1% |
| 3M | +17.7% | +2.4% | +15.3% | +12.7% |
| 6M | +35.0% | +12.0% | +23.0% | +13.0% |
| YTD | +26.3% | +15.3% | +10.9% | +1.2% |
| 1Y | +22.8% | +22.6% | +0.2% | -10.1% |
| 3Y | +65.9% | +74.7% | -8.7% | -28.2% |
| 5Y | +85.4% | +66.1% | +19.2% | -15.8% |
| 10Y | +253.7% | +225.0% | +28.7% | -41.4% |
| All | +244.4% | +374.2% | -129.7% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling