-18.4%
METW vs VT
+32.1%
-50.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +7.9% | +0.4% | +7.5% | +7.3% |
| 30D | +5.1% | +1.0% | +4.1% | +3.8% |
| 3M | -3.3% | +2.4% | -5.7% | -5.8% |
| 6M | -11.3% | +12.0% | -23.3% | -26.3% |
| YTD | -11.1% | +15.3% | -26.5% | -29.3% |
| 1Y | -24.6% | +22.6% | -47.2% | -45.1% |
| All | -18.4% | +32.1% | -50.6% | -49.2% |
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