+938.9%
VLO vs MET
+245.0%
+693.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +6.2% | -0.8% | +7.0% | +6.7% |
| 30D | +23.5% | -1.4% | +24.9% | +24.5% |
| 3M | +53.9% | +12.5% | +41.3% | +40.5% |
| 6M | +81.7% | +37.1% | +44.6% | +41.9% |
| YTD | +142.5% | +23.8% | +118.7% | +102.8% |
| 1Y | +145.4% | +24.1% | +121.3% | +103.1% |
| 3Y | +197.3% | +65.2% | +132.1% | +91.8% |
| 5Y | +614.6% | +82.3% | +532.3% | +313.7% |
| 10Y | +938.9% | +241.6% | +697.3% | +250.3% |
| All | +938.9% | +245.0% | +693.8% | +250.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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