+183.8%
VXUS vs MET
+279.5%
-95.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.1% |
| 7D | +1.0% | +1.2% | -0.1% | +0.5% |
| 30D | +2.2% | +1.4% | +0.8% | +1.5% |
| 3M | +3.0% | +17.7% | -14.7% | -3.8% |
| 6M | +10.7% | +35.0% | -24.3% | -2.1% |
| YTD | +17.8% | +26.3% | -8.4% | +6.6% |
| 1Y | +27.6% | +22.8% | +4.8% | +16.4% |
| 3Y | +73.3% | +65.9% | +7.4% | +37.2% |
| 5Y | +54.3% | +85.4% | -31.0% | +14.7% |
| 10Y | +149.8% | +253.7% | -103.9% | +29.3% |
| All | +183.8% | +279.5% | -95.7% | +28.8% |
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 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