+93.1%
META vs VFC
-67.1%
+160.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.5% | +4.5% |
| 7D | +5.7% | +7.7% | -2.0% | +4.0% |
| 30D | -10.8% | +39.2% | -50.0% | -17.2% |
| 3M | +8.4% | +40.3% | -31.9% | +0.2% |
| 6M | +5.4% | +11.4% | -6.0% | +1.9% |
| YTD | -2.6% | +17.5% | -20.1% | -7.3% |
| 1Y | +3.5% | +45.9% | -42.4% | -6.4% |
| 3Y | +102.0% | +47.3% | +54.7% | +64.5% |
| 5Y | +93.1% | -67.2% | +160.3% | +268.1% |
| All | +93.1% | -67.1% | +160.2% | +268.1% |
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