+447.1%
META vs VFC
-50.3%
+497.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.1% | -0.1% |
| 7D | +3.1% | -1.4% | +4.5% | +3.4% |
| 30D | -18.2% | +24.6% | -42.9% | -22.5% |
| 3M | +7.8% | +38.4% | -30.6% | -0.5% |
| 6M | +3.6% | +15.3% | -11.7% | -0.9% |
| YTD | -5.3% | +12.7% | -18.0% | -9.3% |
| 1Y | +2.7% | +32.7% | -29.9% | -5.7% |
| 3Y | +91.5% | +43.7% | +47.8% | +55.1% |
| 5Y | +84.7% | -69.2% | +153.8% | +138.1% |
| All | +447.1% | -50.3% | +497.3% | +527.3% |
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