+142.2%
VXUS vs MET
+206.5%
-64.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.9% |
| 7D | +0.5% | +1.8% | -1.3% | -0.1% |
| 30D | -2.5% | +4.8% | -7.3% | -4.2% |
| 3M | -4.6% | +6.2% | -10.8% | -6.8% |
| 6M | -2.6% | +33.8% | -36.4% | -12.9% |
| YTD | +10.4% | +33.3% | -22.9% | -1.4% |
| 1Y | +12.9% | +36.3% | -23.5% | -0.1% |
| 3Y | +68.4% | +84.6% | -16.2% | +30.3% |
| 5Y | +47.7% | +87.7% | -40.0% | +12.0% |
| 10Y | +142.2% | +198.0% | -55.7% | +41.6% |
| All | +142.2% | +206.5% | -64.2% | +41.6% |
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