+373.4%
VST vs MET
+65.9%
+307.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +4.3% |
| 7D | +8.9% | +1.2% | +7.8% | +8.2% |
| 30D | +6.2% | +1.4% | +4.8% | +5.3% |
| 3M | -2.7% | +17.7% | -20.4% | -11.2% |
| 6M | -8.4% | +35.0% | -43.3% | -22.5% |
| YTD | -7.2% | +26.3% | -33.5% | -18.9% |
| 1Y | -20.9% | +22.8% | -43.7% | -30.0% |
| All | +373.4% | +65.9% | +307.5% | +262.1% |
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 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