-47.3%
METC vs VT
+192.7%
-239.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -4.1% | -7.1% | -6.1% |
| 7D | -15.6% | -4.2% | -11.5% | -10.7% |
| 30D | -24.6% | -5.8% | -18.8% | -18.4% |
| 3M | -32.9% | -5.2% | -27.7% | -27.8% |
| 6M | -58.7% | +0.1% | -58.9% | -58.3% |
| YTD | -65.6% | +8.2% | -73.8% | -68.4% |
| 1Y | -74.5% | +10.1% | -84.7% | -77.0% |
| 3Y | -45.7% | +69.7% | -115.4% | -71.4% |
| 5Y | -53.6% | +53.4% | -107.0% | -72.0% |
| All | -47.3% | +192.7% | -239.9% | -85.8% |
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 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