+377.4%
VT vs MET
+237.3%
+140.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | +0.4% | +1.2% | -0.7% | 0.0% |
| 30D | +1.0% | +1.4% | -0.4% | +0.4% |
| 3M | +2.4% | +17.7% | -15.3% | -3.4% |
| 6M | +12.0% | +35.0% | -23.0% | +0.9% |
| YTD | +15.3% | +26.3% | -10.9% | +5.9% |
| 1Y | +22.6% | +22.8% | -0.2% | +13.4% |
| 3Y | +74.7% | +65.9% | +8.7% | +44.4% |
| 5Y | +66.1% | +85.4% | -19.2% | +31.0% |
| 10Y | +225.0% | +253.7% | -28.7% | +97.0% |
| All | +377.4% | +237.3% | +140.1% | +133.1% |
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 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