+1,250.4%
VUG vs MET
+487.8%
+762.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | -0.1% | +1.2% | -1.3% | -0.5% |
| 30D | -0.3% | +1.4% | -1.7% | -0.8% |
| 3M | -0.7% | +17.7% | -18.4% | -5.8% |
| 6M | +14.6% | +35.0% | -20.4% | +4.2% |
| YTD | +9.0% | +26.3% | -17.3% | +0.9% |
| 1Y | +14.9% | +22.8% | -8.0% | +7.0% |
| 3Y | +86.0% | +65.9% | +20.1% | +57.0% |
| 5Y | +76.7% | +85.4% | -8.7% | +43.3% |
| 10Y | +411.3% | +253.7% | +157.6% | +226.7% |
| All | +1,250.4% | +487.8% | +762.6% | +518.2% |
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 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