+1,527.5%
META vs VFC
-38.0%
+1,565.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.4% |
| 7D | +6.7% | -1.6% | +8.3% | +7.1% |
| 30D | +4.8% | -11.6% | +16.4% | +8.0% |
| 3M | -1.6% | -18.1% | +16.5% | +2.7% |
| 6M | -7.5% | -27.4% | +19.9% | -0.9% |
| YTD | -6.4% | -24.8% | +18.4% | -0.8% |
| 1Y | -17.3% | -8.2% | -9.1% | -17.6% |
| 3Y | +109.9% | -29.1% | +139.0% | +100.9% |
| 5Y | +65.4% | -79.2% | +144.5% | +135.0% |
| 10Y | +391.8% | -68.1% | +459.9% | +461.6% |
| All | +1,527.5% | -38.0% | +1,565.5% | +1,590.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling