+1,855.0%
VRT vs MET
+195.9%
+1,659.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.5% |
| 7D | -17.7% | +1.8% | -19.5% | -18.4% |
| 30D | -20.0% | +4.8% | -24.8% | -22.0% |
| 3M | -28.1% | +6.2% | -34.3% | -30.5% |
| 6M | -42.8% | +33.8% | -76.7% | -51.8% |
| YTD | +20.0% | +33.3% | -13.3% | +1.1% |
| 1Y | +3.5% | +36.3% | -32.8% | -14.0% |
| 3Y | +366.1% | +84.6% | +281.5% | +230.9% |
| 5Y | +632.2% | +87.7% | +544.5% | +426.9% |
| All | +1,855.0% | +195.9% | +1,659.0% | +961.1% |
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