+290.3%
VST vs MET
+87.0%
+203.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.4% |
| 7D | -6.0% | +1.8% | -7.8% | -6.9% |
| 30D | -18.8% | +4.8% | -23.6% | -20.7% |
| 3M | -8.0% | +6.2% | -14.2% | -11.0% |
| 6M | -10.9% | +33.8% | -44.7% | -24.3% |
| YTD | -18.3% | +33.3% | -51.6% | -30.8% |
| 1Y | -29.9% | +36.3% | -66.3% | -41.6% |
| 3Y | +290.3% | +84.6% | +205.7% | +184.7% |
| All | +290.3% | +87.0% | +203.3% | +184.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling