+194.8%
VZ vs MET
+1,317.8%
-1,122.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | +2.1% | -1.2% | +3.3% | +2.4% |
| 30D | +1.4% | +3.2% | -1.8% | +0.7% |
| 3M | -1.3% | -1.1% | -0.2% | -1.1% |
| 6M | -0.5% | +25.0% | -25.6% | -5.2% |
| YTD | +19.6% | +27.9% | -8.2% | +13.2% |
| 1Y | +22.4% | +32.9% | -10.5% | +14.8% |
| 3Y | +55.9% | +78.8% | -22.9% | +35.6% |
| 5Y | +20.4% | +79.6% | -59.2% | +3.5% |
| 10Y | +66.9% | +228.1% | -161.2% | +20.4% |
| All | +194.8% | +1,317.8% | -1,122.9% | +37.4% |
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