-30.6%
METD vs VT
+41.4%
-72.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.1% | +8.0% | -1.5% |
| 7D | +3.0% | -4.2% | +7.2% | -2.4% |
| 30D | +21.1% | -5.8% | +26.9% | +12.4% |
| 3M | -5.8% | -5.2% | -0.6% | -11.7% |
| 6M | -7.0% | +0.1% | -7.2% | -5.7% |
| YTD | -2.4% | +8.2% | -10.7% | +12.5% |
| 1Y | -5.8% | +10.1% | -15.9% | +11.6% |
| All | -30.6% | +41.4% | -72.0% | +29.0% |
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