-49.5%
METCB vs VT
+69.0%
-118.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.5% | +1.3% |
| 7D | -3.9% | +0.4% | -4.3% | -4.2% |
| 30D | -9.0% | -2.6% | -6.4% | -6.2% |
| 3M | -37.0% | -3.2% | -33.7% | -34.5% |
| 6M | -61.0% | +0.9% | -61.9% | -61.4% |
| YTD | -64.6% | +11.3% | -75.9% | -68.5% |
| 1Y | -73.6% | +14.0% | -87.6% | -77.0% |
| 3Y | -64.9% | +75.8% | -140.8% | -78.6% |
| All | -49.5% | +69.0% | -118.5% | -66.3% |
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