+62.8%
META vs VFC
-79.1%
+141.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.5% |
| 7D | +6.7% | -1.6% | +8.3% | +7.1% |
| 30D | +4.8% | -11.6% | +16.4% | +7.6% |
| 3M | -1.6% | -18.1% | +16.5% | +2.2% |
| 6M | -7.5% | -27.4% | +19.9% | -1.6% |
| YTD | -6.4% | -24.8% | +18.4% | -1.4% |
| 1Y | -17.3% | -8.2% | -9.1% | -17.4% |
| 3Y | +109.9% | -29.1% | +139.0% | +107.4% |
| All | +62.8% | -79.1% | +141.9% | +213.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling