+412.4%
VUG vs MET
+244.1%
+168.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +0.1% | -0.8% | +0.8% | +0.4% |
| 30D | -1.7% | -1.4% | -0.3% | -1.2% |
| 3M | +2.8% | +12.5% | -9.7% | -2.1% |
| 6M | +13.6% | +37.1% | -23.5% | 0.0% |
| YTD | +8.1% | +23.8% | -15.7% | -1.4% |
| 1Y | +13.1% | +24.1% | -11.1% | +2.8% |
| 3Y | +87.0% | +65.2% | +21.8% | +50.1% |
| 5Y | +76.0% | +82.3% | -6.3% | +34.9% |
| All | +412.4% | +244.1% | +168.3% | +191.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling