+425.7%
META vs VCLT
+20.2%
+405.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +5.0% |
| 7D | +5.7% | +1.2% | +4.5% | +5.0% |
| 30D | -10.8% | +3.4% | -14.1% | -12.4% |
| 3M | +8.4% | -0.9% | +9.3% | +8.9% |
| 6M | +5.4% | -3.1% | +8.5% | +7.2% |
| YTD | -2.6% | -2.4% | -0.2% | -1.3% |
| 1Y | +3.5% | -2.7% | +6.2% | +5.1% |
| 3Y | +102.0% | +16.9% | +85.1% | +84.7% |
| 5Y | +93.1% | -17.0% | +110.1% | +104.7% |
| 10Y | +425.7% | +22.1% | +403.5% | +397.4% |
| All | +425.7% | +20.2% | +405.4% | +397.4% |
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