+715.8%
VTV vs MET
+476.2%
+239.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -0.7% | -0.8% | +0.1% | -0.4% |
| 30D | -0.5% | -1.4% | +0.9% | -0.1% |
| 3M | +5.3% | +12.5% | -7.2% | +0.7% |
| 6M | +12.9% | +37.1% | -24.2% | +0.4% |
| YTD | +18.5% | +23.8% | -5.3% | +9.0% |
| 1Y | +25.3% | +24.1% | +1.1% | +14.9% |
| 3Y | +68.2% | +65.2% | +3.0% | +37.7% |
| 5Y | +80.6% | +82.3% | -1.6% | +41.1% |
| 10Y | +232.9% | +241.6% | -8.7% | +100.6% |
| All | +715.8% | +476.2% | +239.6% | +237.8% |
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