+93.4%
META vs V
+77.2%
+16.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -2.4% |
| 7D | -3.1% | +2.9% | -6.0% | -4.6% |
| 30D | -18.1% | +14.0% | -32.1% | -23.5% |
| 3M | +2.9% | +14.9% | -12.0% | -4.4% |
| 6M | +0.2% | +31.7% | -31.6% | -13.6% |
| YTD | -8.1% | +21.2% | -29.3% | -17.2% |
| 1Y | -4.5% | +25.3% | -29.8% | -15.6% |
| All | +93.4% | +77.2% | +16.2% | +36.4% |
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