+243.8%
MET vs VTEB
+17.9%
+225.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -0.5% | -0.9% | +0.4% | +0.1% |
| 30D | +0.5% | -2.5% | +3.0% | +2.1% |
| 3M | +11.6% | -3.0% | +14.6% | +13.7% |
| 6M | +40.8% | -2.1% | +42.9% | +42.7% |
| YTD | +25.7% | -1.5% | +27.1% | +26.8% |
| 1Y | +24.4% | +0.2% | +24.2% | +24.2% |
| 3Y | +67.5% | +8.6% | +58.9% | +57.3% |
| 5Y | +85.8% | +1.2% | +84.6% | +84.6% |
| All | +243.8% | +17.9% | +225.9% | +317.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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