+65.5%
VZ vs MET
+227.5%
-162.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.1% |
| 7D | +2.2% | +1.3% | +0.9% | +1.9% |
| 30D | +10.6% | +4.0% | +6.6% | +9.6% |
| 3M | -0.6% | +4.6% | -5.2% | -1.6% |
| 6M | +0.7% | +32.8% | -32.1% | -5.1% |
| YTD | +20.6% | +32.3% | -11.7% | +13.3% |
| 1Y | +22.7% | +37.1% | -14.4% | +14.4% |
| 3Y | +57.2% | +86.8% | -29.6% | +34.8% |
| 5Y | +21.4% | +87.4% | -66.0% | +3.0% |
| 10Y | +65.5% | +209.9% | -144.4% | +25.7% |
| All | +65.5% | +227.5% | -162.0% | +25.7% |
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