+1,112.0%
VST vs MET
+222.3%
+889.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.5% | +12.0% | +11.2% |
| 7D | -9.8% | -1.2% | -8.6% | -9.5% |
| 30D | -25.1% | +3.2% | -28.3% | -26.5% |
| 3M | -11.6% | -1.1% | -10.5% | -11.7% |
| 6M | -20.9% | +25.0% | -45.9% | -29.3% |
| YTD | -22.3% | +27.9% | -50.2% | -31.6% |
| 1Y | -32.0% | +32.9% | -64.9% | -41.3% |
| 3Y | +262.4% | +78.8% | +183.6% | +173.3% |
| 5Y | +563.4% | +79.6% | +483.8% | +392.2% |
| All | +1,112.0% | +222.3% | +889.7% | +594.6% |
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