+400.1%
META vs VCIT
+29.0%
+371.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.2% |
| 7D | -3.1% | +0.5% | -3.6% | -3.6% |
| 30D | -18.1% | +2.1% | -20.2% | -20.0% |
| 3M | +2.9% | -1.6% | +4.4% | +4.6% |
| 6M | +0.2% | -1.6% | +1.8% | +1.9% |
| YTD | -8.1% | -1.5% | -6.6% | -6.5% |
| 1Y | -4.5% | -0.4% | -4.2% | -4.0% |
| 3Y | +94.2% | +19.6% | +74.6% | +59.7% |
| 5Y | +79.1% | +3.3% | +75.8% | +66.8% |
| All | +400.1% | +29.0% | +371.1% | +360.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling