+243.8%
MET vs VTR
+99.2%
+144.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | +0.5% | +1.1% | -0.6% | +0.1% |
| 3M | +11.6% | +7.9% | +3.7% | +8.3% |
| 6M | +40.8% | +6.2% | +34.6% | +37.0% |
| YTD | +25.7% | +17.7% | +7.9% | +17.7% |
| 1Y | +24.4% | +32.9% | -8.5% | +11.3% |
| 3Y | +67.5% | +129.7% | -62.2% | +20.9% |
| 5Y | +85.8% | +89.3% | -3.5% | +41.6% |
| All | +243.8% | +99.2% | +144.6% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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