+1,527.5%
META vs VCLT
+52.5%
+1,474.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +6.7% | -0.5% | +7.2% | +6.9% |
| 30D | +4.8% | -0.9% | +5.6% | +5.1% |
| 3M | -1.6% | -3.2% | +1.6% | -0.3% |
| 6M | -7.5% | -3.8% | -3.7% | -6.0% |
| YTD | -6.4% | -2.0% | -4.4% | -5.6% |
| 1Y | -17.3% | -0.8% | -16.5% | -17.0% |
| 3Y | +109.9% | +12.3% | +97.6% | +100.2% |
| 5Y | +65.4% | -15.4% | +80.8% | +68.4% |
| 10Y | +391.8% | +15.7% | +376.1% | +398.5% |
| All | +1,527.5% | +52.5% | +1,474.9% | +1,616.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling