+348.0%
VT vs MET
+246.7%
+101.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -3.1% |
| 7D | -4.2% | -0.5% | -3.7% | -4.0% |
| 30D | -5.8% | +3.3% | -9.1% | -6.9% |
| 3M | -5.2% | +4.2% | -9.5% | -6.8% |
| 6M | +0.1% | +27.3% | -27.2% | -8.1% |
| YTD | +8.2% | +29.8% | -21.6% | -1.6% |
| 1Y | +10.1% | +30.2% | -20.1% | -0.1% |
| 3Y | +69.7% | +77.6% | -7.9% | +37.0% |
| 5Y | +53.4% | +82.3% | -28.9% | +21.6% |
| 10Y | +219.2% | +233.0% | -13.8% | +96.9% |
| All | +348.0% | +246.7% | +101.3% | +116.5% |
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