+1,934.0%
VRT vs MET
+196.5%
+1,737.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -4.0% |
| 7D | +10.5% | +4.5% | +6.0% | +8.1% |
| 30D | -9.3% | +3.5% | -12.9% | -11.0% |
| 3M | -29.6% | +5.9% | -35.5% | -31.9% |
| 6M | -45.4% | +33.1% | -78.4% | -53.8% |
| YTD | +24.8% | +33.6% | -8.8% | +5.0% |
| 1Y | +23.6% | +32.7% | -9.1% | +4.3% |
| 3Y | +379.7% | +85.0% | +294.6% | +240.0% |
| 5Y | +660.3% | +85.6% | +574.7% | +449.2% |
| All | +1,934.0% | +196.5% | +1,737.5% | +1,002.7% |
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