+233.2%
MET vs VTEB
+26.0%
+207.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -0.8% | -0.7% | -0.1% | -0.5% |
| 30D | -1.4% | -2.1% | +0.7% | -0.5% |
| 3M | +12.5% | -2.7% | +15.2% | +13.9% |
| 6M | +37.1% | -2.1% | +39.2% | +38.4% |
| YTD | +23.8% | -1.1% | +24.9% | +24.4% |
| 1Y | +24.1% | +1.3% | +22.8% | +23.4% |
| 3Y | +65.2% | +9.0% | +56.2% | +57.7% |
| 5Y | +82.3% | +1.5% | +80.8% | +80.9% |
| 10Y | +241.6% | +18.5% | +223.1% | +361.0% |
| All | +233.2% | +26.0% | +207.3% | +526.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling