+81.9%
META vs VCLT
-16.9%
+98.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -0.8% | +0.3% | -1.1% | -1.0% |
| 30D | -15.4% | +3.7% | -19.1% | -17.7% |
| 3M | +3.5% | -1.0% | +4.5% | +4.2% |
| 6M | -0.3% | -3.4% | +3.1% | +2.1% |
| YTD | -7.3% | -2.6% | -4.7% | -5.6% |
| 1Y | -1.1% | -3.3% | +2.2% | +1.3% |
| 3Y | +95.1% | +17.3% | +77.7% | +70.2% |
| All | +81.9% | -16.9% | +98.8% | +97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling