-53.4%
METCB vs VT
+68.6%
-121.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.3% | -8.5% | -8.4% |
| 7D | -3.8% | +2.4% | -6.2% | -6.1% |
| 30D | -7.2% | -1.5% | -5.7% | -5.4% |
| 3M | -41.4% | -4.1% | -37.3% | -38.6% |
| 6M | -62.5% | +0.6% | -63.1% | -62.7% |
| YTD | -67.3% | +11.0% | -78.4% | -70.8% |
| 1Y | -75.5% | +13.3% | -88.8% | -78.5% |
| 3Y | -71.7% | +73.4% | -145.1% | -82.4% |
| All | -53.4% | +68.6% | -121.9% | -68.8% |
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