+1,527.5%
META vs V
+1,347.1%
+180.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.6% |
| 7D | +6.7% | -1.7% | +8.4% | +7.9% |
| 30D | +4.8% | +2.0% | +2.8% | +3.4% |
| 3M | -1.6% | +17.4% | -19.0% | -11.8% |
| 6M | -7.5% | +17.5% | -25.0% | -17.4% |
| YTD | -6.4% | +7.6% | -14.0% | -11.6% |
| 1Y | -17.3% | +7.7% | -25.1% | -22.5% |
| 3Y | +109.9% | +54.7% | +55.3% | +52.6% |
| 5Y | +65.4% | +73.0% | -7.7% | +11.3% |
| 10Y | +391.8% | +390.9% | +1.0% | +75.4% |
| All | +1,527.5% | +1,347.1% | +180.4% | +358.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling