+404.3%
META vs VCLT
+18.4%
+385.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -15.4% | +3.7% | -19.1% | -17.1% |
| 3M | +3.5% | -1.0% | +4.5% | +4.0% |
| 6M | -0.3% | -3.4% | +3.1% | +1.5% |
| YTD | -7.3% | -2.6% | -4.7% | -6.0% |
| 1Y | -1.1% | -3.3% | +2.2% | +0.7% |
| 3Y | +95.1% | +17.3% | +77.7% | +77.9% |
| 5Y | +80.6% | -17.0% | +97.6% | +91.5% |
| All | +404.3% | +18.4% | +385.9% | +389.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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