+1,527.5%
META vs VCIT
+59.0%
+1,468.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +6.7% | -0.3% | +7.1% | +7.0% |
| 30D | +4.8% | -0.8% | +5.5% | +5.5% |
| 3M | -1.6% | -1.0% | -0.6% | -0.7% |
| 6M | -7.5% | -1.8% | -5.6% | -5.9% |
| YTD | -6.4% | -0.7% | -5.7% | -5.7% |
| 1Y | -17.3% | +1.0% | -18.3% | -17.8% |
| 3Y | +109.9% | +18.8% | +91.1% | +81.7% |
| 5Y | +65.4% | +3.5% | +61.9% | +53.3% |
| 10Y | +391.8% | +29.2% | +362.6% | +351.0% |
| All | +1,527.5% | +59.0% | +1,468.5% | +1,164.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling