+374.8%
META vs VCLT
+14.8%
+360.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +6.7% | -0.5% | +7.2% | +7.0% |
| 30D | +4.8% | -0.9% | +5.6% | +5.3% |
| 3M | -1.6% | -3.2% | +1.6% | +0.2% |
| 6M | -7.5% | -3.8% | -3.7% | -5.4% |
| YTD | -6.4% | -2.0% | -4.4% | -5.3% |
| 1Y | -17.3% | -0.8% | -16.5% | -16.9% |
| 3Y | +109.9% | +12.3% | +97.6% | +96.0% |
| 5Y | +65.4% | -15.4% | +80.8% | +74.2% |
| All | +374.8% | +14.8% | +360.0% | +357.3% |
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