-41.7%
METC vs VT
+200.2%
-242.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -3.8% |
| 7D | +9.8% | +2.4% | +7.4% | +7.0% |
| 30D | -18.0% | -1.5% | -16.5% | -15.7% |
| 3M | -34.9% | -4.1% | -30.8% | -30.8% |
| 6M | -55.3% | +0.6% | -55.8% | -54.8% |
| YTD | -61.9% | +11.0% | -73.0% | -66.1% |
| 1Y | -68.8% | +13.3% | -82.1% | -72.8% |
| 3Y | -60.2% | +73.4% | -133.6% | -79.5% |
| 5Y | -39.4% | +57.4% | -96.9% | -64.5% |
| All | -41.7% | +200.2% | -242.0% | -84.8% |
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