+113.0%
VWO vs MET
+249.3%
-136.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -1.8% | -0.5% | -1.3% | -1.6% |
| 30D | -0.1% | +0.5% | -0.6% | -0.3% |
| 3M | +2.2% | +11.6% | -9.4% | -1.6% |
| 6M | +8.8% | +40.8% | -32.0% | -3.0% |
| YTD | +12.4% | +25.7% | -13.3% | +3.7% |
| 1Y | +15.6% | +24.4% | -8.8% | +6.7% |
| 3Y | +62.5% | +67.5% | -4.9% | +33.2% |
| 5Y | +34.3% | +85.8% | -51.6% | +4.5% |
| All | +113.0% | +249.3% | -136.3% | +25.8% |
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 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