+1,164.9%
VST vs MET
+197.3%
+967.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.5% |
| 7D | +6.6% | +4.5% | +2.1% | +4.6% |
| 30D | -12.4% | +3.5% | -15.9% | -13.9% |
| 3M | -9.0% | +5.9% | -14.9% | -11.8% |
| 6M | -6.4% | +33.1% | -39.5% | -18.7% |
| YTD | -17.2% | +33.6% | -50.8% | -28.6% |
| 1Y | -22.0% | +32.7% | -54.7% | -32.6% |
| 3Y | +296.7% | +85.0% | +211.6% | +193.8% |
| 5Y | +637.6% | +85.6% | +552.0% | +437.6% |
| All | +1,164.9% | +197.3% | +967.6% | +593.6% |
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