+404.3%
META vs VFC
-46.8%
+451.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.8% | +11.2% | -12.0% | -3.3% |
| 30D | -15.4% | +41.5% | -56.9% | -22.2% |
| 3M | +3.5% | +38.9% | -35.4% | -4.6% |
| 6M | -0.3% | +6.1% | -6.4% | -2.7% |
| YTD | -7.3% | +14.5% | -21.9% | -11.6% |
| 1Y | -1.1% | +46.0% | -47.0% | -11.3% |
| 3Y | +95.1% | +36.4% | +58.7% | +60.7% |
| 5Y | +80.6% | -67.5% | +148.1% | +129.3% |
| All | +404.3% | -46.8% | +451.1% | +477.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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