+433.3%
META vs V
+460.7%
-27.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.4% |
| 7D | -0.2% | -2.3% | +2.1% | +1.5% |
| 30D | -15.4% | +9.5% | -24.9% | -20.7% |
| 3M | +5.0% | +17.5% | -12.5% | -6.4% |
| 6M | +5.2% | +32.2% | -27.0% | -14.1% |
| YTD | -4.5% | +22.3% | -26.8% | -18.1% |
| 1Y | +0.6% | +26.8% | -26.2% | -16.1% |
| 3Y | +93.1% | +77.5% | +15.6% | +23.8% |
| 5Y | +93.7% | +110.1% | -16.4% | +10.3% |
| 10Y | +433.3% | +458.8% | -25.4% | +44.7% |
| All | +433.3% | +460.7% | -27.4% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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