+2,545.5%
VRT vs MET
+174.8%
+2,370.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.2% | -9.8% | -9.7% |
| 7D | +2.4% | -0.8% | +3.2% | +2.7% |
| 30D | -2.7% | -1.4% | -1.3% | -2.1% |
| 3M | -9.2% | +12.5% | -21.7% | -15.6% |
| 6M | -0.5% | +37.1% | -37.6% | -17.1% |
| YTD | +62.3% | +23.8% | +38.6% | +42.4% |
| 1Y | +109.6% | +24.1% | +85.4% | +82.7% |
| 3Y | +573.1% | +65.2% | +507.9% | +407.1% |
| 5Y | +953.6% | +82.3% | +871.4% | +674.7% |
| All | +2,545.5% | +174.8% | +2,370.7% | +1,395.1% |
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