+897.3%
VST vs MET
+248.6%
+648.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.1% | -3.1% | -4.8% |
| 7D | -19.9% | -0.5% | -19.4% | -19.8% |
| 30D | -29.7% | +3.3% | -32.9% | -30.9% |
| 3M | -19.6% | +4.2% | -23.8% | -21.5% |
| 6M | -29.4% | +27.3% | -56.7% | -37.4% |
| YTD | -29.7% | +29.8% | -59.5% | -38.5% |
| 1Y | -40.0% | +30.2% | -70.3% | -47.7% |
| 3Y | +231.0% | +77.6% | +153.4% | +150.4% |
| 5Y | +500.1% | +82.3% | +417.8% | +342.7% |
| 10Y | +1,004.2% | +233.0% | +771.2% | +495.4% |
| All | +897.3% | +248.6% | +648.8% | +428.7% |
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 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