-33.3%
METD vs VT
+46.4%
-79.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +3.5% |
| 7D | -0.2% | -0.7% | +0.5% | -0.8% |
| 30D | +17.1% | -1.7% | +18.9% | +15.0% |
| 3M | -8.2% | -2.3% | -5.9% | -10.2% |
| 6M | -11.6% | +1.5% | -13.1% | -8.7% |
| YTD | -6.3% | +12.0% | -18.3% | +13.3% |
| 1Y | -10.7% | +12.9% | -23.6% | +9.2% |
| All | -33.3% | +46.4% | -79.7% | +29.9% |
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