+462.9%
META vs VFC
-48.6%
+511.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.3% | +2.1% |
| 7D | +5.2% | +1.6% | +3.5% | +4.8% |
| 30D | -13.0% | +25.5% | -38.5% | -17.7% |
| 3M | +7.9% | +41.3% | -33.3% | -0.9% |
| 6M | +4.2% | +22.2% | -18.0% | -1.6% |
| YTD | -2.5% | +16.4% | -18.9% | -7.4% |
| 1Y | +5.6% | +38.4% | -32.8% | -4.0% |
| 3Y | +96.8% | +56.2% | +40.6% | +55.9% |
| 5Y | +90.0% | -68.2% | +158.2% | +143.1% |
| All | +462.9% | -48.6% | +511.6% | +540.6% |
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