+1,497.9%
META vs VFC
-5.7%
+1,503.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.0% | -3.2% |
| 7D | -3.1% | +10.9% | -14.0% | -5.6% |
| 30D | -18.1% | +40.6% | -58.7% | -25.0% |
| 3M | +2.9% | +34.4% | -31.6% | -4.9% |
| 6M | +0.2% | +12.3% | -12.1% | -3.8% |
| YTD | -8.1% | +14.4% | -22.5% | -12.6% |
| 1Y | -4.5% | +40.6% | -45.1% | -14.2% |
| 3Y | +94.2% | +40.1% | +54.0% | +56.3% |
| 5Y | +79.1% | -67.6% | +146.7% | +127.4% |
| 10Y | +405.9% | -45.9% | +451.8% | +398.0% |
| All | +1,497.9% | -5.7% | +1,503.6% | +1,389.6% |
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 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