+107.3%
META vs V
+54.5%
+52.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.5% |
| 7D | +6.7% | -1.7% | +8.4% | +7.6% |
| 30D | +4.8% | +2.0% | +2.8% | +3.7% |
| 3M | -1.6% | +17.4% | -19.0% | -9.8% |
| 6M | -7.5% | +17.5% | -25.0% | -15.4% |
| YTD | -6.4% | +7.6% | -14.0% | -10.2% |
| 1Y | -17.3% | +7.7% | -25.1% | -21.0% |
| All | +107.3% | +54.5% | +52.8% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling