+150.1%
VXUS vs MET
+245.0%
-94.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +0.3% | -0.8% | +1.0% | +0.5% |
| 30D | +0.7% | -1.4% | +2.0% | +1.1% |
| 3M | +4.8% | +12.5% | -7.8% | +0.1% |
| 6M | +11.3% | +37.1% | -25.8% | -1.0% |
| YTD | +16.5% | +23.8% | -7.3% | +7.1% |
| 1Y | +24.3% | +24.1% | +0.1% | +13.8% |
| 3Y | +74.5% | +65.2% | +9.3% | +41.0% |
| 5Y | +54.3% | +82.3% | -27.9% | +18.5% |
| 10Y | +150.1% | +241.6% | -91.5% | +42.6% |
| All | +150.1% | +245.0% | -94.9% | +42.6% |
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