+1,205.2%
VST vs MET
+227.5%
+977.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.5% | +3.8% | +5.8% |
| 7D | -0.5% | +1.3% | -1.8% | -1.2% |
| 30D | -17.1% | +4.0% | -21.1% | -18.7% |
| 3M | -4.6% | +4.6% | -9.2% | -7.0% |
| 6M | -9.1% | +32.8% | -41.9% | -20.9% |
| YTD | -16.6% | +32.3% | -48.9% | -27.7% |
| 1Y | -29.5% | +37.1% | -66.6% | -40.0% |
| 3Y | +297.5% | +86.8% | +210.7% | +193.4% |
| 5Y | +654.5% | +87.4% | +567.2% | +448.3% |
| 10Y | +1,205.2% | +209.9% | +995.3% | +623.4% |
| All | +1,205.2% | +227.5% | +977.8% | +623.4% |
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