+62.8%
META vs V
+71.8%
-9.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.7% |
| 7D | +6.7% | -1.7% | +8.4% | +7.9% |
| 30D | +4.8% | +2.0% | +2.8% | +3.3% |
| 3M | -1.6% | +17.4% | -19.0% | -12.3% |
| 6M | -7.5% | +17.5% | -25.0% | -17.9% |
| YTD | -6.4% | +7.6% | -14.0% | -11.7% |
| 1Y | -17.3% | +7.7% | -25.1% | -22.6% |
| 3Y | +109.9% | +54.7% | +55.3% | +45.7% |
| All | +62.8% | +71.8% | -9.0% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling