+436.0%
META vs VCLT
+20.7%
+415.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.6% |
| 7D | +3.3% | +0.2% | +3.1% | +3.2% |
| 30D | -10.8% | +2.3% | -13.0% | -11.9% |
| 3M | +7.9% | -1.1% | +8.9% | +8.5% |
| 6M | +5.4% | -4.2% | +9.6% | +7.8% |
| YTD | -2.6% | -3.4% | +0.8% | -0.7% |
| 1Y | +1.9% | -3.8% | +5.6% | +4.1% |
| 3Y | +97.0% | +14.7% | +82.2% | +81.9% |
| 5Y | +97.6% | -16.7% | +114.3% | +109.6% |
| 10Y | +436.0% | +20.5% | +415.5% | +410.4% |
| All | +436.0% | +20.7% | +415.4% | +410.4% |
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