+325.3%
VWO vs MET
+367.4%
-42.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +0.2% | -0.8% | +0.9% | +0.4% |
| 30D | +0.9% | -1.4% | +2.3% | +1.3% |
| 3M | +4.3% | +12.5% | -8.3% | -0.7% |
| 6M | +10.5% | +37.1% | -26.5% | -2.5% |
| YTD | +13.4% | +23.8% | -10.4% | +3.6% |
| 1Y | +18.6% | +24.1% | -5.6% | +7.9% |
| 3Y | +65.8% | +65.2% | +0.6% | +32.1% |
| 5Y | +35.2% | +82.3% | -47.0% | +1.6% |
| 10Y | +116.6% | +241.6% | -125.0% | +16.9% |
| All | +325.3% | +367.4% | -42.1% | +60.4% |
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