+1,563.7%
META vs V
+1,584.4%
-20.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.4% | -1.0% |
| 7D | +2.9% | +9.0% | -6.1% | -2.9% |
| 30D | -15.1% | +18.1% | -33.2% | -24.0% |
| 3M | +7.2% | +18.3% | -11.1% | -4.2% |
| 6M | +3.4% | +34.1% | -30.7% | -15.4% |
| YTD | -4.3% | +25.2% | -29.5% | -18.4% |
| 1Y | +0.8% | +29.3% | -28.5% | -16.1% |
| 3Y | +102.2% | +83.4% | +18.8% | +31.3% |
| 5Y | +89.4% | +117.2% | -27.8% | +10.3% |
| 10Y | +426.7% | +483.0% | -56.3% | +67.9% |
| All | +1,563.7% | +1,584.4% | -20.7% | +323.6% |
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