+96.7%
META vs VCLT
+16.1%
+80.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +2.8% | -13.6% | -12.2% |
| 3M | +7.9% | -0.5% | +8.4% | +8.2% |
| 6M | +5.4% | -3.7% | +9.1% | +7.6% |
| YTD | -2.6% | -2.9% | +0.3% | -1.0% |
| 1Y | +1.9% | -3.3% | +5.1% | +3.7% |
| All | +96.7% | +16.1% | +80.6% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling