+1,216.9%
VST vs MET
+239.1%
+977.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +4.2% |
| 7D | +8.9% | +1.2% | +7.8% | +8.3% |
| 30D | +6.2% | +1.4% | +4.8% | +5.4% |
| 3M | -2.7% | +17.7% | -20.4% | -10.2% |
| 6M | -8.4% | +35.0% | -43.3% | -20.7% |
| YTD | -7.2% | +26.3% | -33.5% | -17.5% |
| 1Y | -20.9% | +22.8% | -43.7% | -29.0% |
| 3Y | +384.0% | +65.9% | +318.1% | +278.4% |
| 5Y | +757.1% | +85.4% | +671.7% | +528.9% |
| All | +1,216.9% | +239.1% | +977.7% | +609.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling