+160.2%
VXUS vs MET
+284.3%
-124.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.7% |
| 7D | -1.8% | -1.2% | -0.6% | -1.3% |
| 30D | -4.6% | +3.2% | -7.8% | -5.8% |
| 3M | -6.1% | -1.1% | -5.0% | -5.9% |
| 6M | -4.9% | +25.0% | -29.9% | -13.5% |
| YTD | +8.1% | +27.9% | -19.8% | -2.9% |
| 1Y | +12.1% | +32.9% | -20.8% | -0.8% |
| 3Y | +63.9% | +78.8% | -14.9% | +25.8% |
| 5Y | +43.1% | +79.6% | -36.4% | +7.9% |
| 10Y | +139.2% | +228.1% | -88.9% | +28.1% |
| All | +160.2% | +284.3% | -124.1% | +17.3% |
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